A question mark can be part of your name -
http://news.bbc.co.uk/1/hi/sci/tech/8206280.stm
Certain characters like the defunct yogh have had issues in Unicode -
http://en.wikipedia.org/wiki/Yogh
http://news.bbc.co.uk/1/hi/magazine/4595228.stm
Some names can be changed if they're cruel or too unconventional -
http://news.bbc.co.uk/1/hi/7522952.stm