I did this when I was in Spanish class
. I chose Victor. Accent and everything!
In any case, just have fun with it! It's nothing that's going to follow you around and it's certainly not serious. You can pick a common name or just something that sounds cool to you. Japanese also adds the interesting aspect where you get to choose whatever kanji you want to "spell" out your name (don't know if you all will take it to that level).