Not inherently, no but you should never pick a name from any sort of media until their character arc is complete. Khaleesi was arguably fine until the character became an incestuous genocidal maniac.

That is now a major part of what people remember about the character. Just like you probably wouldn’t choose to name your child Hitler now, the name is linked with a certain individual and their actions even though the name had nothing to do with it.

When you pick a specific name or word from fiction that doesn’t otherwise exist, that link becomes even stronger, because that’s the only source.

At least Pokemon names have a fun background.

Now imagine all the girls named Khaleesi after Game of Thrones. Especially after her character arc finished. That wasn’t even her name, it was a title. They’re literally just named Queen.