Well if we talk about my “Nickname” itself:
Do you folks know Forum-RPG’s. It’s the kind of Roleplay Game which resembles the classic tabletop / pen & paper RPGs, sometimes there is a Gamemaster, often the creator plays the RPG as well and only sets the rules. But everyone create Character based on the ruleset etc, and you kinda “write” a story together and so on.
I did play that often in my “younger” days and really enjoyed / loved that stuff, and one of my Characters, made for an RPG which is based on Animes but with an “Hero” Topic where the Folks you play have Superpower, i created a Character named Yuudai. (googled different names) And funnily enough i’ve some paradox logic, that while i have IRL a huge fear and respect for thunderstorms, espcially Lightning, it’s one of my most Favorite Elements in Videogames. So i thought for the (Hero)name i mixed the Element of his Power with Yu as a shorter / nickname for Yuudai, and called it LightningYu. Later on the road, after the Forum closed i kinda took over the Name as a Nickname for myself(and since than i never called any Character “LightningYu” anymore, but sometimes if it’s an Asian Character i still call him “Yuudai”. Some People associate my Nickname with Lightning from Final Fantasy 13, and it have absolute no connection to it, because at the time the Nickname was created Lightning not even existed and i hadn’t touched Final Fantasy, ironically i’ve to admit Lightning is really one of my Favorite FF Characters.
If we talk about Ingame-Characters and their Naming, it splits in two sides: Some which are based on Favorite Characters of other Franchises, some where i simply liked the sound of the Name.
A majority of my male Characters i call Ragon Monkey, Ragon is based on “Dragon” and besides Wolves IMHO if it’s about mythical Creatures Dragon and Monkey (like Sun Wukong) are the coolest mythical Animals for me. And i cut the “D” out of Dragon because Ragon still sounds close enough but didn’t made it obvious. Once i started watching One Piece i even had sometimes put a “D” between Ragon Monkey(and yes, for People who know One Piece they will see an funny coincidence about that, which i didn’t know at the time).
For Female Characters i often use Selina (Myle) which inspired by Catwoman Selina Kyle. It’s not only because i’m kinda a Fan of her, it’s more over that i like the ring of her Name.
Then i’ve belroth which was inspired by Balrog and so further. (use it often for Mage-Classes, focus on fire spells).