I love it!
Sally! I put that in the category of Molly/Holly/Wendy and perhaps the more obscure Polly. They are tried and true, classic even, but they have a certain zing. Nicknames are out. They are feminine, but not demure and exciting withouth being crazy or unfamilar. In those respects, I like Sally!
As for the name in particular, I do think of silly sally, Sally Ride the astronaut and, of course, Mustang Sally. It's def fun!
Sally is also on the Cat and the Hat...it's a popular Dr. Seuss name :)
I find the name adorable, I had a friend in high school whose sister was a Sally and it lent well to her teen years....she was a popular, cute little cheerleader so it seemed fiiting.
My DHs grandma also went by Sally, her givename was Sarabelle (actually not sure of the spelling) and she hated it so she always went by Sally.