I like it in a GP kind of way. I prefer strong girls' names, but
Valkyrie might be too strong of a name to use as a first name -- akin, in my mind, to using Amazon as a name. Maybe even more extreme than that because of
Richard Wagner's "Die Walkure" which, like most Wagner, is intense.
It would make an awesome middle name were it not associated with Nazis. I wasn't aware of the Nazi association until others' comments here, but that would be enough to dissuade me from using it.