This name has never been common in the English-speaking world, though it has been well-used elsewhere in Europe. A famous bearer was the Italian Renaissance master Raffaello Sanzio (1483-1520), usually known simply as Raphael in English.
A famous bearer was Jesse James (1847-1882), an American outlaw who held up banks and stagecoaches. He was eventually shot by a fellow gang member for a reward. Another famous bearer was the American athlete Jesse Owens (1913-1980), whose real name was James Cleveland (or J. C.) Owens.
As a given name, Diana has been regularly used since the Renaissance. It became more common in the English-speaking world following Walter Scott's novel Rob Roy (1817), which featured a character named Diana Vernon. It also appeared in George Meredith's novel Diana of the Crossways (1885). A notable bearer was the British royal Diana Spencer (1961-1997), the Princess of Wales.
The daughter of Zeus, she was said to have sprung from his head fully grown after he impregnated and swallowed her mother Metis. Athena is associated with the olive tree and the owl.