To me, this would be like naming your child Habsburg. I'm already not a fan of surnames being used as first names, and it being a royal surname makes it even worse it in my opinion.
This is bizarre as a personal name, especially since it's the surname for the U.K. royal family. But what's even more bizarre is the listed usage as unisex - I can't even begin to imagine this name on a woman.
I love rare names, and I think this is a lovely first name for a girl. I know a girl named Windsor, and she is a really lovely girl, very friendly, not uppity or anything like the impressions that some people here seem to get from the name. She is tall, has dark hair, and is a really beautiful dancer, and is the kind of person you want to be around all the time. I could see myself naming a girl Windsor.
Gah, how pretentious! Brits would not use this name on their child, as the child would be laughed at, and so would the parents. But in America, this name would be pretentious. Elitist and snobby in America, ridiculous in Britain. Not good.