More on Names......

I have a new nephew whose name is Jaydee.  I haven't asked how they came up with that name but I'm guessing it's a combination of their names--first initals J and D.  I couldn't find Jaydee in a name dictionary but I think it's cool to come up with unique names.  I wonder if he'll get a lot of questions through out his life about where his name came from.  I work with someone that has a different name and he constantly gets odd comments and questions.  Is it ok to make comments about someone's name?  Is there a non-offensive way to ask?  I'm always curious about things but I never want to offend anyone so I tend not to ask people.  I'll look things up, research and try to figure something out before asking.  Sometimes I find out that if I had just asked, I would have found the answer sooner but then I wouldn't have gained the knowledge that I obtained by doing the research.  So, I'll just assume Jaydee is from J.D. until I'm told otherwise........