It's an interesting name, I'll give you that, and it does have a nice sound to it, but it's kind of odd.
I know quite a few interestingly odd names that could work just as well as Zemfira, if you're interested:
Alysel (Ah-liss-ell)
Majora (Mah-jor(Like Major)-ah)
Liset (Lih-set)(Like sunset and the name Lee, just with a soft "i" sound.)
Melissa (Meh-liss-ah)
Chopin (Sho-pahn)(Please note that Chopin is the last name of a famous polish pianist.)