Instructions
Choose some attributes for your player character, such as courage, honesty or stubbornness. Use these to help you find a suitable name.
Search a baby name book to find a name that means one of your attributes. Chances are you'll find several names that have that meaning and can choose from them. Also consider searching a baby name book with names from around the world. You might even start with the names from a particular country if that would help define your player character.
Name your character after the attribute. Consider David Weber's character Honor Harrington. Perhaps your strong character is named Strength, Strongman or Power.
Develop your own player game name based on sound. If your player character is gruff, perhaps make up a name with a coarse, gritty sound to it, like Sleth or Groff or Ulthar.