I make up all of my character names. Sometimes I use etymologies from the roots of various languages, but mostly it's all from upstairs. I try to equate a name with the character I'm "creating" or "building".
It also comes from the fact that I don't really like my own name nor many other Western names since they essentially derive from mass appeal. It's just sad and lazy. I'd like to think if I were to help bring a life into the world, I would name the child something unique.
I've always been fascinated by language and the root meanings of words simply because it is interesting to learn how people reference various things in their lives and convey information. It's also interesting that names have a meaning within themselves as they're essentially amalgamations of other words.
That being said, names of various fantasy/RPG characters over the years: Arysia, Gole, Ellora, Welles, Anatheron, Grodul, Orgar, Araeia, etc.