Names are very important things. They are who you are. In the Bible, children were often named after certain aspects of God's character or blessings. In many cultures names are an attribute your parents want you to have.
Choosing appropriate names for characters can be really hard. I have to say though, it seems hardest to me to pick names for historical fiction characters. I have written two novels, the first was a historical fiction pirate novel, and the second was fantasy.
"Shadow's Fire," the pirate novel, takes place in 1773. The heroine is an average, rich English girl. Popular names of the times for girls were Mary, Elizabeth, Rebecca, etc. Elizabeth was immediately ruled out because that would bring to many correlations between "Shadow's Fire" and "Pirates of the Caribbean." (I was already pushing it with a pirate named Johnny!) "Mary" seemed to common, "Rebecca" and "Rachel" did not fit at all.
I finally decided to name her Julia. Julia was fairly common, but not super common back then. I chose the name by looking at my plot. What aspects of the plot could I use to make a name? One of the main plot strings is following an ancient Roman treasure which Julius Caesar had something to do with. Shakespeare is also mentioned several times throughout the story. (Juliet, Julius Caesar, etc.) Thus, Julia!
Fantasies are easier. Usually, I take a modern name, then change some letters in it. I changed the name "Justin" to "Josten" merely by changing the vowels! This creates a name that is pronounceable, but still different. In "Ember Flame" I changed the name "Karen" to "Caran". Another thing I like to do is to combine two names. Like David and Devin can become Davin or Devid. You can also add a syllable or two to the beginning of a normal name. I'm not sure if the author did this on purpose, but in "King's Warrior" the heroine's name is Kamarie. Ka+marie.
My best friend is writing a futuristic time travel book. These are tricky to name but I think she did a great job with it. She took a common name and changed the spelling. It is still pronounced the same but it looks futuristic. Her heroine's name is "Loral." It is still pronounced like "Laurel" but it looks....updated, for lack of a better word.
Personally, I was not a fan of the names in The Hunger Games. The Hunger Games was obviously a story based off of ancient Roman culture, and some of the name (Plutarch, Cato, Brutus, Seneca to name a few) clearly show that. I have studied Latin for close to six years now, and any name that ends with "a" is always feminine. It took me a little to get passed names like "Peeta" and "Cinna" because of the "a" at the end. And the name "Katniss" just kind've confused me. On this one thing, I'm totally with Gale (and that's a girl name too!) Catnip!
Anyway, that's my little summary of names. If you have anything to add feel free to share it!