Surprisingly, I really like the name
Virginia. It doesn't seem like the kind of name I'd gravitate to, but it feels really natural to me - like I could easily imagine myself running down supermarket aisles screaming "
VIRGINIA GET BACK HERE RIGHT NOW".
I don't think there will be any undue teasing, especially if you are a US citizen. I'm sure there will be a genius third-grader who learns what the word "virgin" means and decides it makes a really good joke, but it's not like you're calling her Nosexette. I think it would be ok. I don't hear of too many Virginias who hate their name.