Atreyu is a male name.
Atreyu is an Anglicized form of the name Atréju, an invented name of the German author Michael Ende for the ten year old boy in his novel “The Neverending Story” (1979).
The book says, Atreyu means “son of all”, because he was an orphan and was raised by all of the members of his village. But maybe Michael Ende was inspired by the Greek mythology. Then, Atreyu means “fearless” (from Ancient Greek “atreus”).