The murder trial of a former illinois sheriff’s deputy who fatally shot sonya massey, an unarmed black woman, in her springfield home last summer will be moved out of the capital city. The name sonya is of russian origin and is derived from the greek name sophia, meaning wisdom or knowledge. it is a feminine name that carries connotations of intelligence, insight, and understanding. Sonia is a feminine given name in many areas of the world including the west, russia, iran, and south asia.