I must say this is the first time I have ever seen the Alicea surname as a first name.
I pronounce the Alicea name (ALI-SAY-UH).
The Alicea surname is not as common as the following spanish surnames like a Rodriquez, Rivera, Gonzales, or Martinez... I do believe the last common origin of the surname goes back to the Moors of Spain, and migrated to Puerto Rico through one of Columbus's officers. I personally do not support the Italian theory of origin, simply because every Alicea I met was either Puerto Rican or from Spain.
What nationality are you from? and how do you pronounce your name?