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I think it's kind of tacky, considering Greek letters are often associated with fraternities and sororities, which seem to have a bad image. (We don't have fraternities and sororities in Brazil, but I've heard about them from Brazilians who've studied abroad in the US.)

I like Delta, it sounds like a name. The others don't sound as much like names to me.

I've only seen Zeta, and I'd assume it was for the trendiness of Z names rather than because it's a Greek letter specifically. And I read a novel in which a character used Delta in his diary to refer to a man he was in love with; this chap's actual name was I think never stated. A useful pseudonym, therefore, as the book was set at the time when male homosexuality was illegal in the UK. Of course, Delta could also be trendily geographical!

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I don't like English letters used as names! Even though my Beatrice daughter happily goes by Bea. Jay, Kay, Elle etc look flimsy and silly, but become less so if they are actually short forms of, say, James, Kate or Eleanor. Which is better, but still not good. And I knew a Katharine Anne who used to sign herself KT, rather than KA, because it sounded like Katie. Yuck.

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Greek letters as names ... I think you've got your own answer. The ones you cite fit comfortably enough into mainstream English naming practice. Epsilon or Omicron wouldn't. (And of course an English Diana could use Dee rather than Di, but I would never expect to meet an English Patrick calling himself Pee.)

My mom worked with a woman named Alpha - and her initials were ABC. Always thought that was neat.

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I wouldn't use them but I like Zeta and Kappa.

Greek letters make me think of sororities and fraternities. Which, as a Canadian with only movie exposure, I find very shallow and lame.

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Or they make me think of radio-speak, like pilots would use.

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I think they make spunky animal names, but silly people names.

I tend to first associate Delta with the landform and think of the South, for some reason. Greek letters as names, in general, strike me as educated/geek - interested choices, now that I think about it. I don't mind them.

I can't say I'm crazy about any of them, but My is not very uncommon in Sweden and although it's from Tove Jansson's Moomin books, she originally borrowed it from Greek.

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Alpha and Omega work, but maybe not together...