“What’s in a name? that which we call a rose
By any other name would smell as sweet;
So Romeo would, were he not Romeo call’d,
Retain that dear perfection which he owes
Without that title. Romeo, doff thy name,
And for that name which is no part of thee
Take all myself.”
–Juliet from the play Romeo and Juliet by William Shakespeare
If Shakespeare received a nickel for every time he was quoted, he’d be able to rebuild The Globe Theatre many times over. He might even make Donald Trump envious. But that is a story for another time.
A few thoughts on naming your characters. I have known writers who called their protagonist “X” or “Mrs. Y” throughout the draft of a story or novel, because they weren’t sure what to call him or her.

A character’s name can help ground her in your story’s world, no matter where that world is.
Who knows, if really stuck for a name or if your story is Kafkaesque, you might be able to use only a letter for the character’s name. But most of the time that won’t work.
Still, there are no etched-in-stone rules for naming characters, but here are a few suggestions. By no means are these all inclusive suggestions.
1) The first name you come up with is not unalterable. Until a story or novel is accepted for publication, you can change the name. So, if you have trouble picking out names, maybe the first thing to do is relax. The mystery writer, Robert B. Parker had originally named his private detective David Spenser, but at the last minute decided to pull the first name, because he had two sons, one named David, and he didn’t want to possibly offend his other son by not have a character named after him. So, David Spenser became Spenser, with two “S’s,” like the poet.
2) If you write in a particular genre, consider if the protagonist’s names have a certain “form” or “rhythm” to them. Turning to the detective fiction genre again, for many years the protagonists always had last names that implied the type of work they did. For example, in The Maltese Falcon, the private eye protagonist’s name was Sam Spade. Spade is a tool for digging. Private eye’s dig up information. Other examples include Mickey Spillane’s Mike Hammer and Ross MacDonald’s Lew Archer. By the way, Lew Archer was also Sam Spade’s partner in The Maltese Falcon. Archer was killed early on, so I guess Ross MacDonald decided to use the name since Dashiell Hammett wasn’t going to use it any more.
3) Names can reflect part of a characters personality or indicate social strata. For example, a woman named Bunny could be somebody who comes from a well to do family. Or a family that doesn’t but wants to think it does. The other end of the scale would be naming a character Huckleberry as in Huckleberry Finn, the protagonist is the novel about the adventures of this character whose mother is dead and whose father is a drunken illiterate.
Another example might be Mrs. Kitty Warren in George Bernard Shaw’s play Mrs. Warren’s Profession. Warren as a word means a place where rabbits bread or live. It can also mean a building housing many renters in crowded rooms. Mrs. Kitty Warren is a woman who has made her way in the world by being a brothel owner. In this case, both the first name, “Kitty” and the last name “Warren” hint at least part of the nature of the character.
Remember, unlike most of us, who are “stuck” with the names our parents gave us, the names in novels, stories, plays, and other forms of writing can be changed and can be used to help round out your protagonists (and other characters) or hint at aspects of their natures.
Some sources to consider are dictionaries of first names and what those names mean. For example, Eugene means “well born.”There are even some books that talk about the meaning’s of last names. Or, as in the case of Warren above, even a good standard dictionary can help you.
So, while Juliet is correct when she says:
“Thou art thyself, though not a Montague.
What’s Montague? it is nor hand, nor foot,
Nor arm, nor face, nor any other part
Belonging to a man.”
A name – the name you select for your protagonist – can be just as important as a hand or foot, arm or face. It is, after all, a part of that character.