Yes, it is important as you decide what to name your site. Unless you are a famous celebrity whose name is easily recognized, it's not normally a good idea to use your name as your site name.
SBI taught me how to find a name for my site that is a keyword people use to do a search.
Deciding on your site name is actually one of the last things you do before you register your site. Doing keyword research is very important. It can make all the difference for you.