The Irish word for sparrow is gealbhan (roughly pronounced gahl-van, I think), but it's not used as a name (as far as I know). Gealbhan is a masculine noun, but to me it sounds slightly feminine because "geal" means bright. It always reminds me of the song "Galvanize" (randomly enough).
Currently obsessing over - Aliénor,
Roman,
Fiachra, Xavière,
Ekaterina, Aibreán