Just as in the West, Japanese parents-to-be obsess over what name to give their new baby. In addition to reading books which give background on various trendy names, they will often consult a Buddhist priest who will advise them on what characters are lucky for that year. The number of strokes used to write the name are important, too, and my wife took great pains to ensure that our daughter's Japanese name would have the same number of lines as hers, "so she can enjoy the same strong good luck I've had in my life," according to my wife. Names can be written in hiragana, foregoing kanji altogether for aesthetic reasons, but most parents choose kanji characters for the names of their children, being sure to choose from the official list of approved name characters the government publishes. One big difference between the West and in Japan are the lack of Biblically-derived names here -- every country in Europe has a local version of "Peter" (Pedro, Pierre, Pietro), but these don't exist in Japanese. Certain Western names are associated with famous names from Hollywood. For example, you might know several people named Jason, but in Japan, there's only one: the famous killer from the Friday the 13th movies. There are many Michaels in the world, but in Japan Michael Jackson is the name that springs to everyone's mind when they hear the name, and if you name is Clara, Japanese of a certain generation will probably identify you with the girl in the wheelchair from the famous anime Heidi, Girl of the Alps.
If your name is Jason or Freddie, you might scare people in Japan.