Wait, what is with the bully posts? Why would he be bullied?
By the time he gets to kindergarden, 4-5 years will have passed. 4-5 year olds don't play Skyrim and they'll think it's a Serbian name or something. "Dovahkiin" is exotic, but it isn't something like naming your kid "Megatron" or "Darth Vader".
When he gets to Elementary school, kids still won't be playing Skyrim. I doubt people in grades 2-6 would play an old RPG they'll probably never have heard of.
When he gets to Highschool, Skyrim will be so far behind him that only a few hardcore RPG enthusiasts/nerds will give him a wink or a nudge and talk about how cool it is. While everyone else just knows him as "That kid who sounds like he's from Serbia". I don't see any of the logic you guys are presenting, he's not going to be bullied at all.
Furthermore, people criticizing the parents think they're doing this for the free swag. They're not, they're probably doing it because they're diehard fans.
It's no different than having a video game themed wedding or investing geek culture into any other part of your life. Although this is a bit extreme.