As a person that loves to fiddle with historical names and meanings from all over the place (albeit my favorite stuff is Early Christian, Old Iranian and Assyrian), I completely agree that the first thing is to make sure that you understand the cultural and historical relevance. Let's be honest - there is a significant chance nobody will care, but you should. Nevertheless this has already been said.
The important question is - what is your reason. There are plenty of reasons that go outside of "I need it for deep symbolism" that are valid. The problematic stuff is - it all depends on the context. Noone will care if you name your character Jonathan Marduk, because the chance a devout babilonian fundamentalist will read your book is nigh null. Noone to my knowledge scoffed at Artemis Fowl. The closer to our time you go, the more things get complicated, because people have the annoying tendency to lack historical perspective and distance, but more importantly, because we are fragile and emotional beings that sometimes find deep meaning and solace in symbols. I do not think you should feel ashamed for using a name for aesthetic reason in general - the fun stuff lies in particular, in the context. Naming a character Jesus may be perfectly fine for someone in the South American cultural background, and utterly unacceptable for someone from Bible belt - and that is a horrible, but needed, simplification.
Just keep in mind that whatever your motiffs, it may backfire in spectacular ways.
A book fragment I once posted on the forum had a character named Freiherr Joachim Eoforos. Freiherr is German for Baron, but it sounds like Fuhrer, so some people mistook it for a signifier that the character was supposed to be evil. The true symbolism, meanwhile was in the "Eoforos" part, as the character was a diplomat inserted into the atmosphere in an angelic mecha. A diplomat, as in a messanger. As in the original Hebrew meaning for the most common angels, as much as Joachim is Hebrew for "God has given/raised a son", and is also, coincedentally, a name common in Prussian aristocracy. And "Eoforos" is Greek for "Lucifer". I did not expect anyone to link that with Hitler on the basics of phonetics, but it did make me think twice about how things sound, which is the absolute best thing you can get from people reading your stuff.
I'm Polish, and the Fuhrer guy slaughtered milions of Poles, putting us into a deep cultural trauma, and still I did not make the connection just because I know German language quite well and just do not operate on a particular framework.