The name has become somewhat a cliché, regarded by some with to many negative connotations. Partly becouse of the famous '70s and '80s porn star Helga Sveen, and the popularity of the name during Hitler's nazi-Germany.
A popular myth suggests the name is synonymous with an unattractive and/or unfeminine woman. Take a trip to Norway or Iceland, and you'll be proven wrong;-)
Helga: "Eh... What?"
Man: "Ooh, Helga!"
Helga: "Gah, I'm tired of hearing that. Go away!"