Name Classification suggestions

I am looking to write a way to classify person names to different buckets - For instance, based on whether it is a male, female or unisex name, country, probably religion of the name etc. Lets say I have the data and the labels already. Intuitively, it is RNN and character associations that makes sense but I am stuck to get a start on this. What is the best way you would suggest I should approach this problem?