I tend to choose interesting-sounding colors for my Internet-stuff names (or at least colors that I think have interesting-sounding names). My forum name is Indigo, my character is Sepia. My chocobo was named Saffron.

The chromatic theme for my names started back around the turn of the millenium. Long story short, I grew too attached to what was supposed to be a fake clan tag, and decided to keep the moniker prefixed to the name I had been going by. I've been using color-themed monikers ever since.

My character's surname was chosen to support what I wanted to do first with the character: Lancer, which I had a sneaking suspicion might eventually become Dragoon, if only by popular demand. Windsword sounds like an appropriate surname for someone who leaps high into the sky and crashes upon their enemies, blade-first.