[MaBNote: I've enlisted the LintKing to discuss some things from the player's perspective. His first assignment is on, "Why do you have so many problems coming up with a name?"]
On The Difficulties of Names
Lots of characters know that Names have Power. In my favorite system, Earthdawn, the distinction between intelligent peoples like Humans, Elves, and Orks, versus animals and monsters, is that of being "Name Givers". It's the idea that while animals need, say, food, or shelter from the sun, people need to know that that's Rabbit, and over there is Tree. People Name things, and in so doing, define them, shape them, and *master* them.
As a player, I have a difficulty with names. It's not easy to Name a character. When I do find the right name, it's often the final hook that gives me, well, the character. Differentiates *this* power-hungry Princess of Amber from the last five power-hungry Princesses of Amber I've played. And until I find the name, somehow, the character isn't there. Sometimes I start filling in little details without a name, but it's generally irrelevant - once I have the name, they all change anyway.
Names have...history. Personal histories: I've known a solid handful of Daves in my life, and only really liked one of them. Cultural histories: Adolph still isn't an acceptable name for a boy. Heck, you still can't use Judas and not expect people to wonder. Sub-cultural histories, too: our cat Corwin has connotations that most of my friends would get, and most of my family wouldn't.
Names have...shapes. Everybody's met someone and thought, `Funny; he doesn't *look* like an Alexander.' Tiffy comes with different expectations than Montclaire. These shapes can be played with. Buffy the Vampire Slayer was an inherent contradiction. Ebenezer just isn't a Fighter's name - unless you're doing it on purpose. Even completely made up names have these kinds of shapes, built into their length, and their vowel:consonant ratios, their first and last letters.
Names have Power. I strongly suspect that names shape real people. Not directly, really, but if nothing else, people will have expectations, and those must reflect or refract. But characters are far more malleable - the shape of the name *will* shape the character. Maybe I put too much into it, but for me, it's always been the final piece.