There are many first names which exist in one or more languages, though their spelling and pronunciation may be different. It is very common among European languages, because of their common roots, religion, migration of people.
When I introduce myself in a foreign language, I usually say something like 'My name is Marcin. But it's the same like Martin in your language, so you can call me the way you prefer.' Many times I had been surprised by the declaration like: 'Oh no! We will call you by your proper name, exactly as it is!'
And here is where the fun begins, because it's not difficult to switch between 't' and 'c' while writing, but the pronunciation may be the real challenge. This 'c' is very soft in my language, because of the letter 'i' following it (this sound is written like 'ć' when not followed by 'i'). And in the end they pronounce it according to their language's rules - mostly like 'Marsin'.
And what are your opinions? Should we stick to the original pronunciation, even when speaking a different language? Or should we be more flexible about that?
Of course I don't mean official situations when the name must be written exactly as in documents... And the literature (I've read in one of Italki discussions recently about 'Piotr' who became 'Pedro' in Spanish translation of the book).
Although "Sarah" is a simple name and pretty common around the world, it is not obviously not pronounced the same in every language. I used to volunteer teaching ESL to Latino immigrants. And they would pronounce my name the Spanish way. It never bothered me and I never corrected them. I would try to teach them the American pronunciation if they wanted, but never pushed it. As an Italki tutor, I've also heard various versions of my name. Once again, no big deal. I joke that I'll answer to any name as long as it's close.
But, I do my best to pronounce a person's name correctly, as they like it to be pronounced. I always feel a little sad for people who feel like they have to Americanize their name for us. But, I can also understand why they just gave up having us try to pronounce it correctly; it must be frustrating.
Marcin: Oh, there are Ksenia's in Poland, too? Nice to hear that. And yes, I agree that it's easier to use Russian-Polish transcription patterns than Russian-English-Polish ones. For example, as far as I know, "sz" is just "ш", "cz" is pronounced like something like "тш" or "ч", etc., so there's no need to reinvent the wheel, and I suppose there are many other similarities...
Phil: Yes, I know, but it's not their fault (well... not entirely). What are the rules of romanisation? No one really knows. We don't use both Cyrillic and Latin scripts in our everyday life, as people do it in some other Slavic countries. For foreign passports, it's "letter-for-letter" now, i.e. simple transliteration. It used to be more like transcription before. So it's pretty normal that your foreign passport says one thing, your bank card says another, and your e-mail address shows your own attempt to invent an alternative way of romanisation. Only Cyrillic script is considered absolutely "correct", so to speak, so many people don't care about consistency too much. At least, not until an airline representative says something like, "We're terribly sorry, but we cannot make a refund. Unfortunately, the passenger's name doesn't match the cardholder's name".
Kseniia, your name would be Ksenia here (though is not very popular). And it's transliteration according to our language rules would be probably Ksenija or Ksjenija. As Phil said, sometimes people use the romanization rules different to the official ones. If I tried to instruct Polish person how to pronounce Russian words, I would use Polish rules, because our languages are more similar to each other then English to any of them.
And about 'equivalents'... Nowadays it's maybe not so important, but most names in my country and in a few other countries were given after the names of saints. So if my is given after the bishop of the French town called Tours, why not to treat it as the Polish version of more international name. Of course there are many names typical to one nation only or to a few related languages (like 'Vladimir' is 'Włodzimierz' here).
P.S. I don't mean literally that I have been called after bishop (it wasn't even in my parents' minds). It's rather about the most probable source of this name in my country. ;-)
And Phil, I happened to be called 'Martian' once in an online chat. I didn't dare to ask if the person just made a mistake or she considered me someone from the other planet.