If it’s a family name or some such (even the name of a town that your family once lived in, for example), something that has significance to you or your family, then it can’t be gainsaid. If it’s a name that you’re just picking out of a hat because it seems “distinguished”, but it has no pedigree in your own family or history, then it’s going to seem to others (starting with your family, and proceeding from there to his friends and in later life his own family) “pretentious”.
I think that’s what the responders along this line are trying to convey.
I know what I’m talking about. I have a middle name that does sound pretentious as all hell, and it certainly did as a child. And I used to be kidded about that when childhood friends discovered what that middle name was. But it’s a family name, and it does come from a distinguished (by which I mean “accomplished”, and not just “rich”, or “descended from someone else who had accomplished things”) lineage, so the kidding died out and I am now quite proud of that middle name.
On the other hand, my best friend in high school was Raymond Ovid. His mother thought the Roman poet’s name was great for him in 1953, and I’ll grant that it does sound distinguished. (I don’t think I kidded him much about it in high school.) He’s now a hermit somewhere up in Vermont.