I don't know, man. It may sound stupid because we know of the show. But if you separate the show from the name, Khaleesi doesn't sound half bad.
Even its other meaning, which I think means "queen" or something (right?) is okay. The name "Reina" (literally "Queen" in Spanish) is acceptable - sort-of old-fashioned, but acceptable.
Having said that, yeah, I usually roll my eyes at parents giving kids names because of some show, movie, song or celebrity with a weird name.
My son will be named Barack, as God intended.
What's funny is that back in ancient days, nobody gave a damn about how to name their kids. "Got a baby? My name is Paul. Let's call him Paul McPaulson. Ok... back to the fields."