I will get started and then feel free to post (with as much length and detail) about what your own character's names are and how you came up with/why you picked that particular name.

My character is a Nord who was raised in Solitude and who joined the Imperial Legion -

First Name - Alkanfal (AL-KAN-FAL - pronounced as it is written)
Surname - Freddrage (FRED-RAGE - pronounced as "fred-ridge".)
Known as - Alkanfal The Gold, Alkanfal the Brave, Alkanfal of Solitude, Son of Chalmer who was son of Fjorrin.
Derogatory nicknames - The Giant Metal Dwarf, The Laborer's son, Low Born, Weak Blood.

Birth Name Meanings

First Name - "Alkanfal" is a localised Scottish pronunciation of the Japanese Roman pronunciation of "Arch Angel", which is "Arkanfel".
Surname - "Freddrage" is made up of two Norse words - "Fred" meaning "Peace" and "Drage", meaning "Dragon.".

Nickname meanings

Alkanfal The Gold - A reference to Alkanfal's full Dwarven Armour set & Dwarven sword & shield.
Alkanfal The Brave - A reference to Alkanfal's keenness for questing into the unknown & fighting any opponent, no matter what.
Alkanfal of Solitude - Alkanfal was raised in Solitude and became a Bard at a young age, this is his "Bard's name".
Son of Chalmer who was son of Fjorrin - A reference to his father (Chalmer Freddrage) & grandfather (Fjorrin Freddrage)

Derogatory name meanings

The Giant Metal Dwarf - A reference to Alkanfal's small height for a Nord (5 foot 8 inches) & Dwarven armour.
The Laborer's son - A reference to Alkanfal's father Chalmer's laboring business.
Low Born - A commonly used reference for those who are not high born or of noble family.
Weak Blood - A commonly used reference for people who have a form of physical or health disadvantage, in Alkanfal's case, his short height.

So there you have a full and comprehensive breakdown of how I named my character, and some of the various names I came up with to add to his lore and in role play scenarios.

Share your own character names, why you picked that name and any other relevancy to their names and/or lore/role play nicknames or monikers.

Thanks for your time.

AF.

My newest character's name is Elvyrrya ( a fact I haven't shared with anyone 'til now). Yeah, it kinda makes my eyeballs cross when I see it written too, but it's a combination of the female Breton name prefix an suffixes as per the UESP. Why? Because...

"My heart's on fire,

For Elvyrrya..."

I don't like naming my char long names. My newest char, a Nord 1h+shield, probably going to be a Treasure Hunter, like a lone Viking in the East land... His name is Leo, means Lion in Latin. I got that name because I love cats.

The first notable act my Argonian thug performed in the company of his former gang was leaping fully clothed into the White River falls in pursuit of a salmon. The Nords couldn’t pronounce his Saxhleel name, so after that they called him Chases the Fish. It was a similar incident that caused Chases the Fish to get caught by a Legion patrol at Darkwater Crossing. His associates escaped while he was underwater.

Chases will occasionally attempt to introduce himself around the taverns by a different name, such as Respects You In The Morning, Receives The Free Mead, or Mighty [censored]. So far he is still known as Chases the Fish.

Edit: Censored! Oops.

My main's name is Alsyth Gorval: A Dunmer Necromancer. I picked it from something I read in one of the strategy guides and - to be perfectly honest - thought it sounded cool.

Grayson. It is currently a popular name and just popped in my head during creation, but it works. I think it means "son of a steward." Realizing what the name could mean after the fact actually assisted with the development of a backstory. I usually try to come up with some form of a tragedy or hardship to place a character in the game, but this one developed differently as I moved forward. The name helped. He didn't come from a bad past, rather didn't want to fall into basically doing what was expected of him. He wanted a different path and he found it by making his way to Skyrim.

Grayson Osilius. Probably doesn't fit with any form of lore or naming standards. I'm alright with that.

Buffy's name is. . . complicated. There are several influences and forces at work:

1. Alliteration. Buffy the blond Bravilian Bosmeri bowgirl. We much preferred the sound of Buffy to, say, Bambi or Barbie.

2. As a child, her parents had difficulty keeping clothes on her. She was always running around 'in the buff', as it were. Water seemed to make matters worse. In fact she was nearly thirteen before the red-face protests of her archery master finally convinced her to be more discrete and not drop her clothes to go swimming in every stream they encountered while hunting. To this day, she pleads guilty to the refrain, 'Water makes her clothes fall off' - particularly near any waterfall.

3. At the precise moment of sunrise that marked her birth, Buffy was touched by Azura's hand of fate as a Child of Dawn. Although she does not embrace the role, she is indeed one of few women with special abilities to help kill vampires. She is a Slayer, and her bow is so named. The influence of another Buffy with a vampire problem is inescapable here. . . .

4. In naming Buffy, I felt the name would be rather tongue-in-cheek and prevent me from taking her too seriously. In that regard. . . I fear I have failed miserably.

It's honestly mostly all random, my "forever" characters, well their names were picked based on what ever came to mind at the moment and if it fit them.

That is absolutely fantastic. "Grayson Osilius" is an excellent name. All that matters is how it sounds and if there is some form of meaning or application put to it. People who call their characters "John" or "Fliffle-piff" and stuff.....well.....no time for that shizzle.

Congratulations on a fantastic name and I like how it has helped adapt a back-story.

Brilliant stuff.

My main thief/assassin is a female nord Kavita. I mainly stick towards Gothic names.

Because I create mods, I need test characters a lot. I made one using the default Nord, and called him Fred de Fault, and saved at the exit from Helgen, fo re-use with showracemenu.

Since De Fault is obviously a Breton name, I usually change the race to Breton whenever it's a character that will get used for any amount of time. I've made a series of female characters recently, who have been:
Fiona De Fault,
Faye De Fault,
Felicia De Fault,
Fanny De Fault,
Flora De Fault,
Floozie De Fault...

They're all red-heads, but have been sword & board, pure mage, archer, or whatever took my fancy at the time.

I've made so many characters I can't remember all their names.

I have three characters, that i play in pretty much every game that allows character customization.

The battlemage/combat physicist (depending on setting ) i call Jihl. Originally after Jill Valentine from Resident Evil, but i changed the form after encountering a character named Jihl Nabaat in Final Fantasy 13.

The rogue/sniper i call Veronica, no special reason, i just think the name fits her

The knight/soldier i call Elissa. That became standard for me from the default name for the human noble character in Dragon Age Origins. Also as a happy coincidence, the main character in the first Dead Space animation was also a redheaded badass named Elissa

I split the thief character to a more evil assassin type, but haven't come up with a good name for that character yet