My english teacher knew two hippies who let their daughter name herself when she was four years old, and she came up with something like "Strawberry Tikiface", so i'm going to go ahead and say that is the strangest name i've ever heard.
I always get confused between the spelling of grey the color, and Gray the name, but as it turns out, in England, the name and color are both spelled gray.
When I was in Junior High, I had a teacher named Mr. Nut. We got to met his son, who was named Harry Nut... I thought it was funny xD In one of my classes last year, we had a guest speaker. His name was Rick O'Shea. Even he made fun of his name.