This is a Greek place name and as far as I know also a character from Greek mythology (there was an article about her on Wikipedia but I can't seem to find it anymore).
It is also often spelled Nicaea. I pronounce it nee-KAH-ya or nee-KY-ah (not sure yet).
The thing is that the story (mythology) attached to it was rather bad (it included a rape and killing as far as I remember) do you think that would matter?