While everyone else was actually creative and awesome at coming up with their character names, I just went online and looked around for one and Azura just popped out at me. I also use that for my online name.
Oo, interesting topic here c:
For some of my main characters... The name would usually pop into my head. One in particular being Pandeer.
What basically happened was that I was editing a chibi version of a panda character that I had and while going through the items, I accidentally clicked the buck antlers and boom, the creation of this brown floof was born. As for the naming part, since it reminded me of a buck / deer as well as it being a Panda, I wanted to combine the two together somehow and 'Click' the name Pandeer was born.
Lol. And this was all by accident also so I guess when it comes to me naming my character, it kinda just flows out once I create them c: