Romilda is an ancient Germanic name meaning "famous battle" and Rayne is a Germanic surname using the element "ragin" meaning "advice" or "counsel." I like alliterative names, though I'm aware it also sounds like that one witch from Harry Potter who tried to drug him.
Jin Mitsurugi's surname follows Raen naming conventions. Mitsurugi (御剣) means "heavenly sword." His chosen given name, Jin (仁), is one of the eight virtues of Bushido, and means "benevolence" or "compassion." The name he was given at birth was Ryunosuke (龍之介), meaning "dragon's herald."
Victoire Vaillancourt comes from the French form of Victoria, which is a Latin name meaning "victory," and a French surname mostly found in Quebec that means "low-lying farm."
Adamantia Argentum is a Latinized variant of the Greek "ἀδάμας" meaning "invincible." In Latin, it refers to diamonds, or the mythical metal adamant known for its impenetrable hardness. Her surname is the Latin "argentum" meaning "silver," and is a reference to Prompto Argentum, who is also a friendly, blonde machinist from his game's Empire. When she still served the imperial army, her title was "jen," which refers to an Architectus: a field engineer, sapper, and pilot.
Valerie Voss is an English and German feminine form of the Latin name Valerius, which means "to be strong." Her surname, Voss, is a Low German name meaning "fox." As she's a red mage, I felt Valerie would connect to Valentine, conveying the color red, and that her surname would evoke the image of Zorro, that masked vigilante known for using a rapier.
Namimi Nami follows Plainsfolk naming conventions but also has some hidden meanings in Japanese. Her Doman tutors have informed the young kunoichi that the word "nami" means "wave" and "minami" means "south." As Llymlaen, goddess of navigation and guardian deity of Nami's homeland, Limsa Lominsa, is represented by the wave, she took a liking to it. Likewise, her lineage hails from the south sea isles. She sometimes flips the characters while operating in the Far East, creating the pseudonym "Nanba" (南波) or "southern wave."
As someone mentioned before, Khara is a Mongolian name meaning "black." Thus, Khara Kagon is a rather too appropriate name for a Xaela who wields black magic. As she was illiterate when she arrived in Eorzea, Khara chose the spelling of the name herself.
Red Beast is a Hellsguard name, and is thus derived from the Roegadyn name "Rhotroeg," the unflattering name given to her by her father when her birth took her mother's life. It means "red monster" but she chooses to translate it as "Red Beast" for mercenary work.