I just use a baby name website and look at the kind of culture my character would be coming from in game. My hobling is from a "western" culture, and dresses in Celtic clothing, so I figured I'd look into Gaelic names. I found one that felt right to me and went with it. The last name was a variant of one of the names on the list, so again, I went with what felt right to me. So yeah, baby name databases are a good place to look if you're stuck on names.