How do first names influence our lives ?
According to the BBC article in link above, some names happen to be more successful than others, some sound more attractive, and some confer more luck. This may just be a statistical observation. The true psychology behind names is far too personal to be generalised in this way.
However, if one is called Jesus (probably a Latin American), Abraham (probably a North American), or Mohammed, chances are that they will feel closer to the religion associated to that name as if they had had a non-religious name. So some names do have a psychological impact that can be somewhat generalised, though individual mindset, culture and one's environment will influence this in various ways, sometimes giving it a completely different direction as could have been expected.
The association of a famous person in history with one's name (especially if it is a not so common one) is bound to have a psychological effect on the person, even unconsciously. It can also have an effect on how other people see that person. Needless to say that a boy called Siegfried will evoke in other people the legendary dragon slayer. This is because it is a very rare name nowadays, and that's the only association most people will have with that name. On the other hand, Biblical names are so common that a person called David has little chance of reminding first of King David, as opposed to say David Beckham, David Bowie, or other modern celebrities.
Our image of the attractiveness or success linked to a name is highly influenced by family and acquaintances and celebrities. Celebrities also includes historical ones. It is hard to be called Louis/Lewis without ever thinking about the kings of France.
The psychology of names is a complex matter, that could be studied in one's whole lifetime. Ultimately, the important thing is for each of us to understand what our name means to ourselves and people we meet in the culture and society in which we live, and how the image reflected by others influences our own image of ourselves.