Shaikh Salih al-Fawzan hafidhuhallah was asked the following question:
Some people’s names are Muhammad or Abdul-Aziz and with that, they say ‘call me with the name of a disbelieving sports player’. Is this allowed and is it from the imitating the disbelievers?
This is mockery for him to say ‘do not call me by my name. Call me with the name of a disbeliever, with the name of a sports player.’ This is from mockery, Allah’s refugee is sought, and this is dangerous. So it is upon him to repent to Allah from this speech
Faisal Ibn Abdul Qaadir Ibn Hassan
This is common with those who play basketball when they call themselves Kobe or Jordan or Lebron. Especially nowadays when brothers who have a beard call themselves James Harden. Allahu Mustaan.