I'm pretty late to this, but my simple answer is no. A lot of names from any mythology are actually beautiful names, whilst also standing out amongst the norm. And it doesn't take much research or knowledge to find and use them. I'd much rather meet a little 'Athena' than a 'Princess' or 'Goddess', and I wouldn't think it pretentious at all, just a sign of good taste (in my opinion). Although I am very biased since I adore mythological names; Pandora is my favourite name, and I have Evanthe and Artemis in the same sibset haha. I also tend to stay well away from saying any name is pretentious, since many would probably think my own lists (especially boys, featuring Caspian, Horatio, Ptolemy, Wolfgang and more) are very pretentious.
Wholocked Teen (16) Dreaming of...
✦ Pandora ✦ Demelza ✦ Evanthe ✦ Artemis ✦
✧ Caspian ✧ Phoenix ✧ Ptolemy ✧ Horatio ✧
http://www.behindthename.com/pnl/139644