I love the name and think it's beautiful as well. Go with your heart. I have no idea why everyone uses the same names over and over again, a unique name is special and this one has a special story to go along with it. It also has a really nice and simple nick name - Dany. Love it!
It's an awesome name I named my daughter Luna Daenerys. (For all you GoT fans, my first daughter is Lilliana Snow lol) I think it's a unique name and the nickname is Dany so it's cute. Just because other people don't know how to spell/pronounce it, doesn't mean it's a bad name.
Plus the character behind it is a very strong young woman!