Congratulations, [name]James[/name]! It looks like the others have already done most of the work, but I just wanted to throw in my two-cents…
I think [name]Finn[/name] is a really cute nickname, even if it is typically denoted for males. As SloppyArt will tell you, I have a dog named [name]Findlay[/name] (the masculine spelling) who goes by [name]Fin[/name] - her son is [name]Finlay[/name]! Anyway, I just think it is cute for your little girl, and if it fits her, stick with it! That being said, I’m not a unisex name girl, so I shy away from [name]Finley[/name] for a girl. If you go with this name, definitely use that spelling, though!
I adored the suggestion of [name]Fiona[/name] with the nickname [name]Finn[/name]! [name]Fiona[/name] is one of my favorites, and I think it is so fresh, modern, but still classic and feminine in sound! Another choice might be [name]Finola[/name], which more directly leads to [name]Finn[/name] as a nickname…
[name]Finley[/name] [name]Rosaleen[/name] O’[name]Connor[/name]
[name]Finley[/name] [name]Victoria[/name] O’[name]Connor[/name]
[name]Finley[/name] [name]Rebecca[/name] O’[name]Connor[/name]
[name]Finley[/name] [name]Caroline[/name] O’[name]Connor[/name]
[name]Finley[/name] [name]Brigid[/name] O’[name]Connor[/name]
[name]Finley[/name] [name]Margaret[/name] O’[name]Connor[/name]
[name]Finley[/name] [name]Beatrice[/name] O’[name]Connor[/name]
[name]Fiona[/name] [name]Madeleine[/name] O’[name]Connor[/name]
[name]Fiona[/name] [name]Catherine[/name] O’[name]Connor[/name]
[name]Fiona[/name] [name]Louise[/name] O’[name]Connor[/name]
[name]Fiona[/name] [name]Rosalind[/name] O’[name]Connor[/name]
[name]Fiona[/name] [name]Reese[/name] O’[name]Connor[/name]
[name]Fiona[/name] [name]Reagan[/name] O’[name]Connor[/name]
[name]Fiona[/name] [name]Meredith[/name] O’[name]Connor[/name]
[name]Finola[/name] [name]Jane[/name] O’[name]Connor[/name]
[name]Finola[/name] [name]Frances[/name] O’[name]Connor[/name]
[name]Finola[/name] [name]Charlotte[/name] O’[name]Connor[/name]
[name]Finola[/name] [name]Caroline[/name] O’[name]Connor[/name]
[name]Finola[/name] [name]Greer[/name] O’[name]Connor[/name]
[name]Finola[/name] [name]Skye[/name] O’[name]Connor[/name]
The only issue with [name]Fiona[/name], [name]Finola[/name], and other names ending in A, are that they slightly conflict with the start vowel in your last name, O’[name]Connor[/name]. That being said, plenty of people before you have done it, and it really is about finding a first name you love (and one that suits baby [name]Finn[/name])!
Best of luck, [name]James[/name]!
PS You might want to include a name that means “supplanter,” as [name]James[/name] does, in the middle (e.g., [name]Fiona[/name] [name]Josephine[/name] O’[name]Connor[/name]), to honor yourself as her father!