I give my characters names that I feel would be appropriate for them. I don't use surnames most of the time. Quite a few of my characters in Elder Scrolls are actually ones I've re-made from old D&D campaigns I've played. Here's one of my favorites:
Gorgash ( Gore-Gash get it?
) was a Orc fighter I played in D&D who had quite the obsession with Dwarves and Dwarven artifacts. Because from what he was told by his clan mates his mother was a Dwarf. This could have been true or a joke at his expense since he was much shorter than your average Orc, favored axes, and had quite the beard for that matter. Anyway, when I re-made him in Morrowind he collected all the Dwemer artifacts he could find.
I also have a character who I first created as my second character when Oblivion launched. I've since used his "template" I guess you could say as my main character for everything. Even when I went back to Morrowind, Daggerfall, and Arena I made him.
Relvain Lleondas (The only character I have a surname for) Dunmer (or whatever dark elf race exists in a game) Assassin.
I'm a bit "meta" in that sense I guess :shrug: