Clio is the Muse of History. That's a nice name! Another name that sounds the same is "Cleo", short for Cleopatra, the famous Egyptian queen.
My name is Carol, which comes from the old French for "song". It's still used in English, but now it always means a Christmas song. I'm a singer, so this is a great name for me.
Only a few corrections: "I heard that my name was given to me by my grandpa, since he wanted me to be as brave as a boy". "I found it in an English dictionary" "Friends call me "Noodles" due to my natural curly hair, and someone special calls me Sweetie" "Of course all of our names are special because our parents chose them, but beyond that, why is your name special to you?"
Also, when you said "for all I know", did you mean that you are really not sure? If you are a little unsure, you could say "As far as I know". Otherwise, go ahead and just say: "Clio was one of the Nine Muses".