One of my husband's favorite names for a girl is Natalie. I think it's a lovely name, but I get stuck on the meaning: it means "born at Christmas," which our child most decidedly will not be. SSA indicates that Natalie ranked at #16 for girls in 2009, so clearly many families are using it for babies born nowhere near Christmastime. But I feel like eventually the child will want to look up the meaning of her name, and finding out that her name means "born at Christmas" when she was, in fact, born in March might be a little confusing/disappointing. Do you think "Christmas baby" when you hear the name Natalie?
I think of it only in one direction: that is, if I am trying to think of names for a Christmas baby, I immediately think of Natalie---but if I hear the name Natalie, I don't think "Christmas baby."
Also, I'm not sure WHY it means "born at Christmas": I recognized "natal" as being connected to childbirth, but adding an "ie" at the end wouldn't give it a Christmas connection. I found online that the name Natalie comes from "Natale Domini" and "Dies Natalis," both of which mean Christmas Day---but that's because they both translate as "the day of God's birth." Dies and Domini are the God part; Natale and Natalis are the birth day part. So the INTENTION of the name Natalie was to have a name in honor of Christmas---but the roundabout method for doing so means that the part they ended up actually using was "birthday."
This is one of many reasons I find name meanings (or often "meanings") unimportant. I definitely think you can go ahead and use Natalie for a baby born in March, just as you could use Melissa for a baby who wasn't a bumblebee, or Lily for a baby who wasn't a flower, or Roman for a U.S. citizen, or Rufus for a baby with brown hair, or Isis for a mere mortal.