Valkyrie is the name of the main character in Namco's arcade game Valkyrie no Densetsu (The Legend of Valkyrie). She is a golden-haired warrior - very much appropriate for the name.
Angels and Airwaves have a song called "Valkyrie Missile" on their first album "We Don't Need to Whisper."It's a beautiful song with great instrumentals and a great message, but because of the title I have trouble separating the name Valkyrie from the word "missile" in my head. For that reason, I personally wouldn't name my daughter this. Putting aside my bias from the song connection however, I think this name is a bit strange at first glance, but it could grow on me. I would expect someone named Valkyrie to be a strong, confident, Eastern European woman.