When most people see my first name, they don't know how to pronounce it. I pronounce my name like "Alan", "Allan", or "Allen", but not like "A-lain". The spelling is unusual because it is a French name. Alain is pronounced differently in French, but it is too hard for most Americans.
"Roy" is also a French name. Roy is the old spelling for "King" in French. (Today, king is spelled "Roi".) Rumor has it that the illegitimate children of French kings were given the name Roy, so there is some slim chance that I am descended from a king. I'm not sure if that is a good thing or a bad thing.