Its mostly fine if it is a name that sounds like a legit name and not something completely made up or ridiculous. Ok so ill use League of Legends for these examples. Names like Lux, Darius, Viktor, Caitlyn, Ashe, Fiora, Jayce, Kayle, etc would names that are used or similar to names that people have heard. Naming your kid Renekton, Rammus, Blitzcrank, Alistar, Brand, Mordekaiser, Swain, etc would not really fly because they don't sound like common names people would use. You could maybe push the limits with names like Garen, Jarvan, Olaf, Riven, Shen, etc as they are not common but do actually sound sorta like a name. Of course naming your kid Draven sets the bar of expectations really high to the point that failure is almost certain.
The biggest issue is giving a kid a oddball name will make their school age and professional lives a burden as people won't take them seriously or make them a lightning rod for ridicule. It just needs to be acceptable as a good name instead of something goofy. If you want to use a risky name then make it the middle name and give a really proper and boring first name so they may prefer the middle name but it doesn't screw them over in the professional world. Worst case they call the kids full name out in graduation as "Mathew Mordekaiser Smith" and somebody yells out "HUE HUE HUE". Maybe the kid would rather be called Morde instead of Mathew or Matt.
(Disclamer) When i say common i mean a name that people have heard of before or sound very similar to other names outside of works of fiction. It doesn't have to be a name that you could potentially find 3 other kids with the same name in a 30 child classroom.
