Stage names are brand names. They're not to be chosen lightly, especially if you plan to deal in a foreign market. Most people know the saga of the Chevy Nova (in case you don't, no va means "it doesn't go" in Spanish, so the car became a laughingstock in the South American market).
I have had second thoughts about the stage name Eddy Boston before: it seemed maybe just a bit too silly. Eddy Boston, from Boston. But it seemed to stick in people's minds, and that's the goal of any brand name, so I stuck with it. I've discovered a flaw in calling myself Eddy Boston here in Italy. The sentence E' di Boston means "he is from Boston." So when anyone talking about me says "lui è Eddy Boston", meaning "he is Eddy Boston" it sounds like "he is from Boston", so they say, "ok, but what's his name", to which he responds "Eddy Boston", to which they respond, "I know where he's from, but what's his name?", to which he responds "Eddy Boston", etc., etc.
Maybe it's not so bad after all. It is a bit of a self-contained joke, sort of setting the tone for the act. I played a great show the other night at a bar called The Shamrock, just across the street from the Roman Forum and the Coliseum. There were exactly two Americans in the whole audience, but had the entire pub full of Italians screaming "more beer" (which may have been the only two words they understood in the whole set). It was an exhilarating experience.