Pelagia can be celebrated on 2 feasts in the Orthodox calendar. People keep the feast of the saint they were named for, or the one their family has always kept.
Every feast on which Pelagia is celebrated
The saints behind the name

Pelagia
May 4, Holy Woman, Πελαγία
The Holy Martyr Pelagia was a young Christian woman of the early Church who suffered during the persecutions of the pagan emperors. Refusing to deny Christ or to be turned from her purity, she gave her life rather than betray her Lord, and the synaxaria honor her steadfast confession.

Pelagia
October 8, Holy Woman, Πελαγία
St. Pelagia was a celebrated actress of Antioch, renowned for her beauty and wealth, who was brought to compunction by the preaching of a holy bishop. She was baptized, gave her riches to the poor, and departed secretly to Jerusalem, where she lived in a cell on the Mount of Olives in strict asceticism, unknown to all until her repose.
Also celebrating with Pelagia
These names share the feast, many of them other forms of the same name:
What to say on a name day
The Greek wish is Χρόνια Πολλά (Chronia Polla), “many years.” A call or a short message on the day is what people remember. See name day wishes you can send and what a name day is.