I don't think it causes problems because the name we are given by our parents doesn't connect us to any ethnic group on it's own, though as a Satanist it is very natural to feel disgust for ones name if you have an Abrahamic name.
The choice is up to you, you are not required to change your name if you hold a jewish name as a Satanist, the gods don't mind what name you have, so change it if you want.
However I am glad my mother decided to give me a different name at birth than what she origionally had in mind.... She wanted to call me Joshua at first.. If that had been my name I would have definitly been disgusted by it.