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.
http://www.gods-heros-myth.com/names.html
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.