Often a name is the first thing that other players  will see of your character, and they base their  initial impression of your character on it.  For  this reason, and others, it is very important to  wisely choose a name.
The best guideline is to consider if the name you  are looking at is something that a normal mother  of the time period would feasibly name her child.   If it isn't, look at any possibilities for other  ways to have acquired the name. If none of those  suit the history of your character, you are better  off investigating other names.
Furthermore, try to pick a name that suits your  character.  Misfit names, such as a frilly one on  a very macho sort or names that seem to better fit  the other gender, can be a good basis for  roleplay, but be sure you know what you are  getting into before you choose a name like that.
Included below are a few good websites to help you  come up with names if you don't have any ideas.
http://www.rinkworks.com/namegen/ -This website is  good because it allows you to randomly generate  names based on the criteria you specify to it.
http://www.kabalarians.com/html/surf-by.htm-This  website is actually intended for names for babies,  but I have still found it useful, as it has a  -lot- of actual names, including a section with  names sorted by category, which can be very nice.
http://zoope.com/ -This website contains a good  variety of interesting name arranged by alphabet and include a guide to pronunciation and a short meaning.
Hoo does yewr character tawk?  Develop an accent for him or her using this Accent Maker.
Character Development Worksheet
Roleplay is the art of putting yourself in someone else's place, and going through a situation, acting just as they would.  In some cases, you can take on the role of a real person, but usually, the task developing the character falls to the roleplayer.   This can be a daunting task, but a good roleplayer can create a character that is believable enough to be true, and then act as that character without taking any of his or her own views into account, only those of the character he or she created. 
Included here are some tools to help you develop a realistic, believable and mostly complete character all your own.  It is important to remember that this is not all inclusive, nor is it all necessary to roleplay well.  However, they are here at your disposal, to use to the highest extent you like.
Choosing a Name:
Tips on how to seperate yourself from your character
What does your character look like?  Does he have a long, crooked nose or is it cute as a button?  Are her toes stubby or long and slender?  Here are numerous adjectives for use in writing a description.  Physical Features Brainstorm List
Relax by playing one of these fun little games.
Wondering what to make for your next character?  Take this fun little quiz for a few ideas.
Comments? Questions? Concerns?