Not really. FFXIII was good about that compared to the rest of the series! Well Yuj stood out like a sore thumb looking like one of those weird dressing J-Rock bands. Other than him, there was Hope and Maqui, but they're young enough to get away with it. Besides, if you were told they were female, wouldn't you say something about how they looked like boys? Though Hope is a girl's name. Lightning isn't her given name, as you find out relatively early! Or not long after her name was announced for those who were excited enough to keep up with the news. I won't spoil you on what her real name is, but it's pretty and compliments the name Serah pretty well.

A lot of these names probably don't seem as ridiculous to Japan. Then they get translated here and it's like "huh that is a really pretentious name." Like all kinds of anime characters are named after food (Ichigo is a strawberry?), but I think that may be how their language works or something. I don't know a lick of Japanese, so don't take my word for it.