[Opinions] I don't know if anyone else here is Jewish...
in reply to a message by SJayne
But Cohen, despite being a common Jewish surname also means Rabbi (a spiritual leader in Judaism) . So, that's another thing to consider if you want to use it. I wouldn't find it offensive, but it is not really meant to be a first name.
Please see the wikipedia article:
http://en.wikipedia.org/wiki/Kohen