Being somewhat of an aspiring fantasy novelist, I have no problem with character names, especially unique-ish ones. In fact I have a folder for ponies I got only because I imagined my characters in pony-form. My current favourite names are Ceralia and Naienne for the girls, and Jian and Kitarren for the boys.
About new names, I just take a regular name and tweak it a little. Like Michael becomes Maiken. Ceralia came from the 'plain' name Sarah. And of course, nothing wrong with borrowing a few names from books and movies (one of my fave ponies is named after one of my favourite bands)