I have many characters, I try to keep them all consistent with their race's naming traditions. So all my orsimer characters have a 'gro' ( son of) or a 'gra' (daughter of) in the middle of their names. My argonians are named something like "Poisons His Blade" or some such. Etc., Etc.
I name most mythological names, ie Remas( Founding of Rome), Artemis( Greek God of the Moon), Thanos( Greek God of Death). Unless their Khajiit, Argonian, or Orc. Then I try to use names similar to their race ie Malz Gro-Balrog, Dead-of-Night, and I haven't thought of good Khajiit name.