This name was common among continental European royalty during the Middle Ages, and it was popularized in Britain by the German House of Hanover when they inherited the British throne in the 18th century. It was the name of characters in the novels Tom Jones (1749) by Henry Fielding and The Vicar of Wakefield (1766) by Oliver Goldsmith.
In the United States this name was only moderately common until the 1990s when it began rising in popularity, eventually becoming the most popular for girls from 2011 to 2013. A famous bearer is the Italian actress Sophia Loren (1934-).
This name has been used occasionally in England since the 12th century. It was not common in the English-speaking world until the end of the 20th century.
This is not the usual spelling in any of the Scandinavian languages (in Sweden and Denmark it is Freja and in Norway it is Frøja) but it is the common spelling of the goddess's name in English. In the 2000s it became popular in Britain.