From the Wikipedia entry on her:
Dido was named after the mythical Queen of Carthage. As a child, she had to deal with the ambiguous and unusual nature of her name, which led to her being bullied and even to her pretending to have an ordinary name. As she explains:
To be called one thing and christened another is actually very confusing and annoying. It's one of the most irritating things that my parents did to me. ...Florian is a German man's name. That's just mean. To give your child a whole lot of odd names. They were all so embarrassing. ...I thought it was cruel to call me Dido and then expect me to just deal with it. —Dido, Interview published in The Observer in 2001
It's one of those funny things that can happen to your children after you have given them extraordinary names, and the effects can last long.