What's your name?, Young Hero?

I usually just go with something that goes with the theme of the game.
E.G. Fallout New Vegas characters named Jimmy Sinatra and Jean Martin after member of the "Rat Pack" and the whole 50's Vegas theme.
In Skyrim I'd usually go with mythological names like Cronus and Thor.
I probably put too much thought into character names TBH.

I usually pick the canon name or I just use my username.

Depends on the game. If there's not a default name, either i make one up or use mine.

Either canon names or my name.

In the case of certain games that require multiple names, I end up using names of characters from tv shows or my friends.

Like most here, if the character has a canonical name, I'll go with that, though not because it's canonical. It's more because the name is already filled and I don't feel like erasing and re-entering something, because I'm that much of a lazy bastard about those things.

But outside of that, I usually use KottonKandyAfro(if it fits(it usually doesn't)), or some variation of that(Kotton,KottonKA etc.). If that doesn't work, I go with Kamakaze, Emperor, or YYZed. Anything else tends to be obscure movie/game references that most people probably won't get(Cygnus X-1, GillianSeed, CowTipper and so on).

As many say, if the character has a canon name, I'll go with that.

Only when there's nothing I use the first name I come up with.

if the character has a name i use that one. but if they don't I use NeoShi or Tearea(female) if I can input a last name ill use Yorik

If the character already has a canon name, I use that. Otherwise, when the character is nameless by default (like in Pokémon), or has more than one name (like the nickname of the Demi-fiend in Nocturne), I just pick up something that sounds cool.

If it already has a name, then I leave it that way. Hence, I just use my username or any funny stuff I find amusing (if playing DotA or CoD4 with my friends)

I play Pathfinder (tabletop rpg, basically D&D) so I like to use my most successful character's name.

I usually go with Zanpakuto names in Bleach.

I just started playing fire emblem on an emulator and named my character Big Jim.