There are no rules that state that you can choose a name only from your own ethnic origin.
Parents often find interesting names of ethnic and historical origins.
The correct name from your own heritage can provide an added source of identity for your child. This is a very important factor in many ethnic groups. Your child's heritage is an essential part of who they are, and you may want their name to reflect that. Religious preference may point you towards a certain category of names. Family tradition has often played an important role in naming the first-born sons after their fathers.