I doubt there is any solid scientific evidence, because aside from really extreme cases (like naming a kid “Nosmo King”) the associations names have for different people is so arbitrary (to me, the name Clarice is a pretty-sounding classy name…to others, it’s a horrible name because of the “Hannibal” connection), and popular names change quickly as fashions come and go.
Also, it’s hard to jump from correlating two things to saying one causes another. The kind of person who would name their kid “Kerstyl Wyndsong Smith” is probably going to be a different type of parent than a person who calls their kid “John Michael Smith” in more ways than the name itself. I imagine the only way to prove a connection would be if an experimenter was somehow able to “randomly select” kids to be named either weird or normal things.
I have a pretty unconventional name. An old-fashioned name spelled in a strange way. I have NEVER met anyone else with my exact name and even people with the “normal” spelling of my name are rare. I regard myself as a bit of an eccentric and non-conformist. However, the name was definitely not the only “weird” part of my childhood, so who knows how much it influenced me?
I would certainly speculate that, IN GENERAL, people with names that are considered “weird” within their social group are affected to some extent. I suspect someone who is continually separated from the “crowd” (for their unusual name or any other reason) tends to either A) become neurotic about “fitting in” or B) learns to “do their own thing” and disregard peer pressure (naturally, I am aiming more for option B myself)