I have two stories! My forum name is one I've used forever, and came from a random D&D name generator the first time I played D&D. I altered it slightly (I forget the original, something like Talerean), and have stuck with it ever since. And indeed that was my first character name in FFXIV.

At some point early in 1.0 I switched servers along with some friends, and at that point I decided to change to a female character. Some years earlier, in college, I invented a whole family very loosely based on myself and my siblings for use as NPCs in another D&D campaign. Since FFXIV required a last name, and they had one, I thought that was a good source of names. And so I named my character Amileigh Galashin. However, the reason we had switched servers was to play with a friend of a friend, and his character's name was Amelie something or other. I didn't want to have such a similar name, so I switched to the other female character in the group, Ryelle, who was the least defined of the four. It wasn't a name I'd ever used for anything, but it stuck and I've been using it in FFXIV and any other game where I have a female avatar since 1.0 (with a brief switch during Heavensward because I wanted to try Au Ra).