Right now, I'm in this class about race and ethnicity, and on the first day, the professor made us write our name on the board and explain the ethnic origins of it. The professor who's running it is African-American and she told us how people never expect her because of her European-sounding name. She was telling us how this girl from an African-American organization was "relieved" when she met her, because the girl had expected a White person.
This mistaken name-ethnicity experience seems to be even more common among mixed-race people. For example, if you're half Asian and your last name is Asian (because your dad is the Asian parent) then people will probably expect you to be full Asian if they see only your name. I knew this girl who ordered pizza over the phone, and when she went to pick it up from the store, they didn't believe she was the one who ordered. They were like, "you're not Asian!" And they made her show I.D. She is Chinese from her father's side, but she doesn't look very Chinese (she's half White). Obviously, those people at the pizza place have never heard of biracial people. Or at least, they assumed only Asian-looking people can have Asian names.
Many Filipinos are familiar with this. Most Filipinos have a Spanish last name so people would always expect them to be Mexican or some kind of Latino. I know Filipinos who get calls from telemarketers speaking Spanish and junk mail (e-mail and regular mail) in Español. It also happens the other way around with Filipinos; some Filipinos look Chinese, so people would be suprised when they hear a Spanish name. A general rule I've invented is: if you look Chinese and you have a Spanish last name...you're Filipino (I know it's not always true, but that's usually the case).
On a slightly unrelated note, I first heard about Eminem 8 years ago when his song "My Name Is" became popular. At first, I thought he was Black (I'm sure other people thought so too). And it wasn't even because of his name, I guess his voice somehow sounded Black to me. See, even if you don't know a person's name OR what they look like, you still might get their ethnicity wrong.