Strange names can be annoying and can break your suspension of disbelief. I'm reading hunger games and I want to shout KATNISS EVERDEEN IS A STUPID EFFING NAME every time I read it. I like fantasy but I like fantasy that is grounded in reality. I liked that Susan Collins or what ever, was consistent with her naming even though all of the names were just so ridiculous.
You run into a problem, though, when you use names from other cultures or time periods. I use the muses, from ancient greek mythology, and those are often difficult for modern readers to read or pronounce.
I think the real problem is when the names sound like the person is trying really hard to do three things: be pronounceable yet unique, have a deep meaning that is somewhat obvious, and trying to match the mood of a story rather than the world they build. ie Raven Moonnight. UGH. Trying to develop a unique culture, such as aliens, fairies or the far future/past, is an easy way to be too "out there", too. Being consistent is important in that regard, though.
I'm probably wrong on most of this. And kind of hypocritical. The names Elya and Omar (from my muse stories) are both religious names that are somewhat rare but pop up in modern time. Elya is jewish and Omar is islamic / arabic.