Arya is a normal name though. Khaleesi was specifically made up title for GoT.
At least Khaleesi sounds pretty normal still. I’ve heard about people naming their kids with names they basically made up so their kid’s is unique or really weird names otherwise. Unfortunately here in the states you’ll hear about some that have named their kid after Adolf and other worse choices.
Here is a list. Moon Unit is first. Child of Frank Zappa.