I know an Orion (with siblings Donovan, Andre, and Michael). It has a fairly normal feel in real life, I find.
It's a safe kind of "out there," not really wacky but a little unusual. I would expect an Orion to have a "safe" middle name to match, like James or Matthew or Thomas.
I don't think there's anything wrong with it but it isn't really my thing. It's like Rowan or Chance or Henry, something like that. Not bad, just not a name that's going to make my favorites list.