I'm from Denmark and when I was little I was good friends with a girl who had this name. I wanna tell you that it's pronounced i (as in the words it or if) and then a (as in the words and or at) and put those sounds together. That's how you pronounce this name. Ea. It's not pronounced like the game company.
Though not the same pronunciation as the game company, in English, the short "i" vowel sound (as in the words it and if) is not the same as the long "e" vowel sound within the Danish pronunciation for the name Ea. The equivalent of the long e vowel sound, for example, is within English words such as me, he, be, and she, and the i vowel sound found within words such as ski, taxi, and kiwi.