Anything goes really, as long as it's none of these!
is impossible to pronounce;
includes numbers or symbols (see section 2 below);
includes punctuation marks - although you can have a hyphen to link forenames or surnames (for example, if you want a double-barrelled name) and an apostrophe in the case of surnames like O'Brien;
is vulgar, offensive or blasphemous;
promotes criminal activities;
promotes racial or religious hatred;
promotes the use of controlled drugs or includes the generic or slang name for them;
ridicules people, groups, government departments, companies or organisations;
may result in others believing you have a conferred or inherited honour, title, rank or academic award, for example, a change of first name to Sir, Lord, Laird, Lady, Prince, Princess, Viscount, Baron, Baroness, General, Captain, Professor or Doctor etc.
Also, i'd be wary of names that will be difficult to say and especially hard to spell, poor little mites life will be hell!
As it is poor Jaxson's got a lifetime of having to correct others peoples spelling of his name (sorry)