As an Irish person now living in Australia, I wished I didn't have an Irish name. People are more tolerant now but I used to get, "why did your parents make your name up", your name is horrible" how on earth to you pronounce that" I was born in Ireland but we moved when I was 7 however my mum said she has always loved my name and would have given it to me even if I had been born here. One of my brothers is Seamus (pronounced Shaymus) but teachers used to pronounce it Sea moose which of course cracked the class up but really embarrassed my brother.
Thy being said, I don't have an issue with people pronouncing my name these days, they just get a bit tripped up on the spelling. I think as Australia has become more multicultural, people realise that not all names are of an English origin.