It's certainly not common as either a first name or a family name. But it's sometimes heard as part of a nickname or the stage name of a performer.

I agree with Jonathon - It's not a real/traditional name. Since it's an English word, it would likely cause confusion if you chose it. If you say, "My name is Easy." people might say something like, "What's so easy about it? I don't care whether it's easy or difficult, what's your name?" It could work as a stage name. There was a famous rapper named Eazy-E, who was part of NWA.