Picking a Name
The character's name will likely be the first part of the character they see. It is important to pick a good name, one that fits.
Baby name websites are excellent for choosing a name for a modern setting. There are several fantasy name generators out there that can at the very least give a person ideas for a name in a fantasy or sci-fi story.
Other things to consider:
1. Make sure that the name fits the setting. Ling-Su would look very out-of-place in Medieval Germany.
2. Don't make a name too long. Sorry Jarashianollactiosheer.
3. Small, isolated areas will likely have a semblance of consistency with names. It is unlikely that one person from a small, isolated village will have Alluria for a name while another person in the same town has the name Garkatos G’ar Grim-sten. One must decide on a theme.
4. Don't name characters after nouns, verbs, or adjectives, unless they can be used as names (like Rose or Red), or that’s how the character’s society works.
5. Villain's names should not be inherently evil. A villain can have a more sinister-sounding name, but try to avoid names that will scream "I'm evil! Neither should heroes have names that are obviously good.
6. Never make a name that a reader would have trouble pronouncing at all, yet alone correctly. Sorry Jbrgzyzneh.
7. Don't have multiple characters with very similar names, unless all are easily identifiable. Unless Dianolon has a much different speaking style from Diolonan, or unless Sarandios and Saridias never appear in the same place and have distinct companions, the reader will have trouble figuring out who's who.
8. Don't stick random accent marks, hyphens, apostrophes, umlauts, and other symbols in names, unless you know you are using them correctly. Sorry Ránêøliö. Some languages make use of these diacritics, such as accent marks in Spanish, umlauts in German, and apostrophes in some Native American languages. If you are using a name from a language like that with a diacritic, by all means, go for realism. But sticking them on in random places just because you think it looks cool is generally a bad idea.
Also, names that match the personality are no-no's. Remember, the parents wouldn't have known how the character's personality would turn out when they named him or her. So unless they changed their name, kids are given their “true” name at a later age, or it's a nickname, generous characters should not be named Charity.
After you choose the name, it might be a good idea to run it through a google search. You might think of Sieni, and decide that it's a cool name, but it actually means “fungus” or “fungal” in Finnish. Now, that might be funny if the character is some nerd who never comes out of his dark, damp basement, but for a nobleman or mayor? Failing to check names can also produce some high-octane snark fuel, if, for example, it ends up being something dirty. I know one epic fantasy book that I can't read without laughing, thanks to one character sharing his name with a line of Japanese "toys" for adult men...