Van Li is a good name. In

Swedish "van" means "used to" as in "I'm used to it now". There is another word "vanlig" which is pronounced "van-li" (dropping the g) and this word means "common", "frequent". 

You see the same thing with a name such as "Mohsen" which when pronounced is similar to the word "måsen", the sea gull and it makes me think of a book called "Jonathan Livingstone Seagull", it's a good read in Easy English about being oneself: https://en.wikipedia.org/wiki/Jonathan_Livingston_Seagull

My grandmother, who had an I guess greek name, a name of greek origin, and a somewhat oldfashioned name, was very much ashamed for her name and contemplated to change it to her second given name which was Maria. Then her husband allegedly had said something like "Don't be ashamed of your name but wear it with pride, and don't do things that will make the name ashamed of you". I don't know the exact words, because I was told only in passing, a long time ago, and in another language at that, but the point is to wear your given name with pride, and don't do things that will reflect badly on you and your name so you can feel proud at all times and be happy with your given name.