a hero ain't nothin' but a sandwich (m)
I'm afraid Hero as a name, especially as a girls' name, is pretty much impractical now. Yes, Hero was a Greek mythology character. But the common word hero is usually considered masculine. Heroine is the feminine version, but even that I can't recommend, since it sounds exactly like heroin. :(
And in many parts of the US, a hero is an Italian-style sandwich. Also known as a sub/submarine or cheesteak, depending on the ingredients.