I think this is a really pretty name, although admittedly a little difficult for me to pronounce. I would never use it myself especially considering I'm not Muslim but it's a lovely name.
It is written as "خادجه" in the Malay Jawi script, used in parts of Malaysia and Brunei. In addition, the variant spelling "Khadijah" is more common among Malays. [noted -ed]
Princess Lalla Khadija of Morocco is the second child of Mohammed VI of Morocco and his wife, Princess Lalla Salma. Lalla Khadija's elder brother is Moulay Hassan, Crown Prince of Morocco.
I have been told, by a woman who converted to Islam and took the name Khadija, that it is widely used by female converts, just as male converts tend to adopt Mohammed.In South Africa it is pronounced kha-DEE-dja, whether correctly or not I don't know.