No. Don’t do it. Don’t name your kid “Atreus.” Please. And there’s no saint. It’s an ill-omened name, and if you only know the name from the God of War games, you need to figure it out.
(And the only reason the hero of Dune is named Paul “Atreides” (ie, descendant of Atreus) is so that you will know right away that his entire family is going to be dysfunctional in the extreme.)
Pelops, the legendary founder/settler of the Peloponnese peninsula, started out life being a beautiful young man who was a grandson of Zeus, and a son of the human king Tantalos and the Titaness Dione. Tantalos had the gods over for dinner, and decided to prove that they were just as stupid as humans by killing and cooking his son Pelops and serving him up to them. (This may have been a power move, because making the gods break an important taboo would make them lose their power, and possibly allow that power to be usurped.)
As soon as the meat was served, the gods figured it out and refused to eat — except for Demeter, who was depressed about Persephone and not paying attention, and therefore chowed down on Pelops’ shoulder. Hermes (or Rhea) put all the pieces back in the cauldron, and then used his (or her) power to resurrect Pelops from the cookpot, and Hephaestus made an ivory shoulder prosthesis for him. All his descendants were then to have one discolored ivory shoulder, lighter than the rest of them. Tantalos was punished in Hades by never being allowed to eat but always having food dangling in his face.
(Interesting comparisons to both the Welsh cauldron-born and to the pickled boys resurrected by St. Nicholas.)
Anyhow, Pelops ended up getting out of Phrygia and settling the Pelopponese, and his sons Atreus and Thyestes got involved in a struggle for the throne with both their half-brother Chrysippus (either murdered by his brothers or by Pelops’ wife Hippodamia, or both) and with each other. Atreus married Aerope, who was in love with Thyestes. Thyestes and Aerope cheated on Atreus, and Aerope gave her husband’s kingship claim object to Thyestes. Atreus killed a bunch of Thyestes’ sons and successfully got Thyestes to eat them at a banquet, and Thyestes slept with one of his daughters to conceive a son who could depose Atreus. It was ugly.
So of course all their kids were cursed. Menelaus married Helen, which was nothing but trouble, and started the Trojan War; Agamemnon sacrificed his own daughter to get favorable winds for the war, stole Achilles’ woman and nearly lost the Trojan War, raped a Trojan princess who correctly prophesied his death and her own, and then got murdered by his wife for the whole sacrificing his daughter thing. And then Agamemnon’s son Orestes had to avenge him by killing his own mom, although this would have meant he would have to kill himself. The gods stepped in and saved Orestes, but there was lots of killin’.
Atreos means “not-shiver, not-tremble” which is probably what led the God of War people to think of linking Greek and Norse mythology, as well as Norse fairytales. The implication is “fearless,” but “not-fear” would be Aphobos (which is a Biblical and Gospel word and has good connotations all over the place!). “Not tremble” possibly implies also that one is not afraid of the gods or of doing things that are shameful or wicked, things that a sensible man would never do.
There’s a famous set of Norse fairytales about “the lad who could not shiver,” because he was both fearless and very literal, and possibly not all that bright. He finally learns to shiver by having his wife stick ice down his back, IIRC. These are connected to similar stories about Ashenlad, who can be depicted as stupid or as very wise and tricky, and with other seeking your fortune stories. Loki and Thor’s stories are very similar, so connecting Loki/Atreus to “the lad who could not shiver” is a nice tie-in.
(It doesn’t totally work, because actually, it turns out that most of Norse mythology seems to post-date Norse contact with the Roman Empire, and a lot of the Norse gods are actually deified late Roman historical figures from Burgundy and the Lombards, or various Germanic tribes. Which is freaky and weird, but there you go. And to be fair, deified founders or ancestors weren’t unusual in world religious history.)
Overall, the character in the God of War series is positive, but not everybody plays God of War; and everybody generally does know about the whole multiple-cannibalization-incest-and-kinslaying curse of the House of Atreus.
The ancient Greeks did not use Atreus as a given name. For good reason. The Christian Greeks didn’t name their kids Atreus either.
So please don’t name your kid Atreus. Especially not your Catholic kid.
(Oh, and btw, “Thyestes” means something like “sacrificer.” So his parents initially meant him to be pious and to appease the gods, but he wasn’t.)