I think it's good to check that the name hasn't been used before by somebody else who's famous (or notorious) and we just happened to miss it. One time, I accidentally stole the first name and profession of a character by an author that I admire and read a lot of, I just managed to…honestly, forget the first name and profession of a character in one of his many books, that I can't claim to have not known because I actually read those all. So I'll do my best to reduce the risk of that happening again.
Most of the time, though, I blame the fictional parents. It's not Me, Source of All Destinies, bestowing The Name upon This Hero… it's this parent or guardian character who I imagine watched Bedknobs and Broomsticks one time and thought Eglantine was a beautiful name, or decided to name this baby after deadbeat rock star uncle Guy not knowing that the namesake would grow up to really dislike their namegiver. It's their fault, not mine! The character mustn't blame me for being called Eggy all their life!
Seriously though I think I also just really like the idea of having been given a name the character dislikes and so later on they determine to choose what others call them.