Everyone you know is Jewish
 
Was Conan Jewish?
 
The name Conan is a good Hebrew name from the root kwn כון, like the Biblical Jeconiah יכוניהו, Jehoiachin יהויכין, and Jachin יכין. The duplication of the n in Conan is an ordinary Polal form for II-weak verbs, as in konanta (Psalms 99:4).
 
Cimmeria in Hebrew is "Gomer." "Gomer" and "Cimmeria" do not sound the same in English, but Cimmerian in  Greek is Kimmeroi, Κιμμέριοι, which comes from Akkadian Gimirri, cognate to Hebrew Gomer. Thus, Conan's name in Hebrew: כונן הגומרי, Conan Ha-gumri.

Here's what eminent historian Cecil Roth says in Short History of the Jewish People, 3rd edition, 1948, p. 287:

Jews had been settled in eastern Europe..., from a very early date. Archaeological evidence shows that they were to be found as early as the first century of the Christian era in the Cimmerian Bosporus.... [Conan was a Cimmerian.] As the years passed, the area of Jewish settlement began to extend.... By slow degrees, the influence of Judaism impressed itself on some of the semi-barbaric tribes [Conan was a barbarian] and kingdoms of the region. The most important of these were the Khazars.... Early in the eighth century, ... the ruling prince ... recognised the merits of Judaism and formally adopted it as his religion. His example was followed by many of the aristocracy.... The governing classes became thoroughly Judaised, their example being followed by many of the ordinary people.

John Hyrkanos, Hasmonean king of Judea, is best known for forcibly converting Judea's neighbors, the Idumeans, to Judaism. Hyrkania, the eponymous kingdom south of the Caspian Sea, near the aforementioned Cimmeria, is likewise one of the lands trodden by Conan's sandaled feet.
 
The Black Sea region of the Cimmerians was earlier inhabited by the Scythians, the probable source of the name Ashkenaz. In fact, in the Bible (Genesis 10), Gomer (Cimmeria) is described as the father of Ashkenaz (Scythia), representing a presumed relationship between these peoples; but I won't venture a guess as to whether Conan was Ashkenazi!