I don’t think it’s a black and white issue. I think it depends to a certain extent on whether the name in question is an international name or a foreign name.
There are a large stock of international European names, which, thanks to the Judeo-[name_m]Christian[/name_m] tradition and/or the [name_m]Roman[/name_m] Empire we pretty much have in common - these are essentially ‘cultureless’ names although they are usually spelt/pronounced differently between countries. Basically anyone can use these and there’s nothing odd about it whatsoever.
Then there are names that are more specific to a certain culture/language, which look obviously ‘foreign’, and in my opinion using one of these has the potential to be a bit weird. These names can, over time, cross over into the ‘international names’ category, so it’s a judgement call really.
For example, looking at the most recent naming stats for Iceland, out of the boys’ top 55, I’d say 27 were ‘Icelandic’ (or Nordic) names. I know some of these names exist in the other Nordic countries, but I would find it a bit weird to see an boy with no connection to the Nordic countries named Björgvin, Sölvi, Brynjar or [name_m]Einar[/name_m], for example. However, the rest are what I would call international names, mostly a mixture of Hebrew ([name_m]Aron[/name_m], ”sak, [name_m]Baltasar[/name_m]), Latin ([name_m]Viktor[/name_m], Patrekur, [name_m]Emil[/name_m]) and Greek ([name_m]Alexander[/name_m], [name_u]Stef[/name_u]án, Pétur). These names are for everyone, although I would expect the forms [name_m]Aaron[/name_m], [name_m]Isaac[/name_m], [name_m]Balthazar[/name_m], [name_m]Patrick[/name_m], [name_m]Stephen[/name_m], [name_m]Peter[/name_m] etc in English-speaking countries.
For girls, 26/55 are Icelandic/Norse. One of which has definitely crossed over into international name territory (Freyja), and one of which is not unknown although it’s terribly unfashionable ([name_f]Helga[/name_f]). I would find it odd if a little Sigrún, Hrafnhildur, Ingibjörg or Birna had no connection to Iceland or another Nordic country. But [name_f]Eva[/name_f], [name_f]El[/name_f]ísa, ”sabella, [name_f]Hanna[/name_f], Aníta, [name_f]Emma[/name_f]? All very much international names.
Names have been crossing cultures for centuries, so it’s nothing new. I would say ultimately it depends on your motives.
I personally dislike the idea of using a name which is obviously from a culture you have no connection whatsoever with, and by connection I don’t necessarily mean blood relations - it could just be genuine enthusiasm and knowledge about another culture/language, some significance that links you to the culture. Without any sort of connection at all, it often comes off in my opinion as though people think something is cool or exotic and therefore decide to pinch it without really knowing anything about it. Which is a lame move in my opinion.
As others have said, if you want to do it, it’s an absolute minimum requirement that you learn how to pronounce it properly, don’t use it in a way that would be inappropriate in its home culture (e.g. take a Swedish boys’ name and use it on a girl), and don’t use something that could be offensive.