Don't worry about him. Don't worry about your parents. You're going to be a mother, and this is the beginning step towards becoming a strong role model for your child.
Take your time and decide what you want. What name do YOU want to use? What religion do YOU want your child baptised in? What are YOUR thoughts and feelings about this? And once you've determined that, stick with it. If someone has a problem with that, calmly explain that this is your child and you have to be comfortable making your own decisions regarding him or her. If they have a problem with that, it's their problem.
Don't make big decisions that you don't agree with simply to save someone else's feelings, because it won't stop here. You'll have to develop a thick skin if you hope to become a strong single mother for your child. They need to be able to look up to you and know that when something happens, it's because Mommy says so, not because Mommy was bullied into it by someone else.
It all starts here. You can do this. Good luck.