Erm, what is the context? Is this a historical-ish piece (so, we're talking Jewish golems) or is this a fantasy one? At any rate, the name would be related to where it comes from, given to him by the creator but according to rules based on the society and setting. I believe in the majority of cases, golems are named after the function they are expected to do - we have, for example, Mr Pump from the Discworld who was pumping water (not any more, though). You don't have to name them after objects, if a golem is created for the reason to protect somebody/something, they could be named "protection", for example. Alternatively, they could be named after something/somebody that is associated with their function - think Sherman tanks, for example, just apply it to a golem.
Of course, you could spice it up by naming them in a different language, so a Jewish golem would likely have a Hebrew name. The most appropriate languages here are old ones, since golems tend to be durable, it could also be tradition - "we should name them in the ye olde because that's how we've always done it".