Part of character creation is choosing an appropriate name for your character. If you hare having trouble, here are some sites that could help you out.
This site lists names seen in greek mythology.
http://www.ebusinessrevolution.com/babynames/ This is a site that lists baby names. Though a lot may not be fantasy oriented, you may find something you like.
http://spitfire.ausys.se/johan/names/default.htm This site has a great random name generator.