It's always confused me that "hero" is a male word ("heroine" of course being the female form) even though
Hero in Greek mythology was a female. The name used in English speaking countries drives up the same confusion on me - it would be weird on a boy because it's a girls' name, but weird on a girl because it's a boys' noun.
I do like girls' names that end in O a lot, and I don't have a problem with the fact that it's a word, it's just that the clashing gender thing makes me feel like you couldn't win with this name.
I think
Echo is a nice Greek girls' word name alternative that ends with O if that interests you at all. I know a girl named
Echo.