Coco isn't his actual name, it was a nickname given to him by his grandma, his actual name is Covelli, which still isn't exactly a normal name.
Historically I would go by a player with the name of Cletus Elwood "Boots" Poffenberger. He was a little known right handed reliever back in the late 30's, the only reason I know about him is because I was looking up strange baseball player names one day and his was one of the first ones to pop up.
There's a lot of players out there that have weird names, and I personally believe Prince Fielder is a pretty unique name, there's not a lot of people named Prince has there real name. Also think Magglio Ordonez is pretty weird. I am not saying Ordonez is weird but Magglio is pretty odd.
I think the general consensus among baseball people that Van Lingle Mungo is the all time champ. Stubby Clapp was good. but the truly great names were players who used their real name, which was itself memorable. Nicknames should not count, nor should great names that the player forsook in favor of a nickname. Like Debs Garms and Coaker Triplett, and Eli Grba. We have no way of knowing which Japanese names are more weird than the others.