Our cat is called Gandalf the Grey, though we usually just call him Gandalf. My mum doesn't get it at all and often asks how Gandhi is!
I wanted a cat called Nymeria after Arya Stark's dire wolf in Game of Thrones but we ended up getting a male cat so settled for Gandalf instead. We think we might make it a theme now and name the next cat after another wizard, e.g. Merlin or Dumbledore.