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The only time I've ever heard the name Yuna used is in the video game Final Fantasy 10, for one of the main characters.

In Japanese, Yuna is a given name, and recently a fairly popular one (a top-ten name in 2005), according to this site:
http://www.your-name-in-japanese.com/japanese_baby_names.html

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The particular writing that is popular (nearly all Japanese names have a number of possible writings in kanji) uses the following two Japanese characters:
http://www.unicode.org/cgi-bin/GetUnihanData.pl?codepoint=7d50
http://www.unicode.org/cgi-bin/GetUnihanData.pl?codepoint=83dc

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At the same time, Yuna is a character in the video game series "Final Fantasy", as can be seen here:
http://en.wikipedia.org/wiki/Yuna

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It is said to mean "moon" or "night", not in ordinary Japanese, but in the Japanese dialect of Okinawa. I tried to confirm this, and I am pretty sure about "moon", but I could not really find an independent good source, just hundreds of Final Fantasy fan sites all copying from each other...