Via EW.com:
It’s long been rumoured, but Gemma Whelan has finally been confirmed as Yara Greyjoy on the second season of HBO’s Game of Thrones. Who’s Yara Greyjoy, you ask? Theon’s sister, better known as Asha Greyjoy in the novels. Why?
Producers changed the character’s name from Asha to Yara presumably because the former sounds too much like another character in the show, Osha. (They did the same with young Lord Robert in the Eyrie in season 1, changing his name to Robin as not to confuse him with King Robert Baratheon).
Fair enough. Martin’s well known for re-using names or casting characters with very similar names. Interesting, however, that they changed Asha’s name (who’s an important viewpoint character in the series), instead of Osha (who’s importance is yet to be determined, despite being introduced before Asha). Visually, she looks the role.