It doesn't mean anything but just a name.
I just read an article where the singer of the song answered about the title.
"유나는 마음 속 상징적인 첫사랑의 의미로 쓰였다고 설명했다."
(He explained that the name was used as a title, as the meaning of a first love)
유나 is a quite common female name in Korea. One of the very pretty names.
So, the very literal translation of the title would be "Hey, Yuna."
I think "My goddess" is the best possible translation.