The process for selecting a name in the Society is one of the first encounters with book heraldry that most people have (along with designing a coat of arms), and thus is one of the areas where there can be the greatest confusion. To be registered with the College of Heralds, the name must be documented as being a plausible name to be borne by a real person in period.
Why register your name? Firstly, to have a coat of arms registered, you need a registered name to go with it. Secondly, when your name is registered, it is yours, and uniquely yours, forever. A side-effect of this is that if you don't register your name, and then someone else (maybe on the other side of the Known World) registers the same name, then it's theirs, and uniquely theirs, forever.
Essentially, there are two ways that selecting a name is usually undertaken, of which... one is more problematic.
The problematic method is to create a name, and then try to document it. The problems with this are, largely, that it's an unreliable and difficult way of coming up with things. Some names simply didn't exist in period, including ones from so-called medieval fiction, and some elements aren't compatible with each other (for example, those too far separated by time or by culture, or by gender). Some modern given names were surnames, and some modern girl's names were male. For many names, this process can work. It can be more problematic, and certainly trickier to research. But, it can work. I'd not recommend it, however.
The better method is to first, pick a time and a place. This is, when it comes down to it, the first part of developing a persona. Once you've selected that, it's time to start researching what names were found in that culture. For most of the cultures in the SCA's period and geography, you can find many great sources on the College of Heralds site and the Academy of St Gabriel. These sources are largely articles on name constructions, and lists of names garnered from period sources. Other websites, and also many books are also acceptable, but care must be taken that they've not modernised the spellings (which will present an obstacle to documenting names accurately).
When reading through lists of names, you can find some great names that have died out, or been modified beyond recognition, in the passage of time, from Lettice to Lancelot (both 16th century English). There are opportunities for amusing names, like Ralph de Pukehole, too (though be careful - if you pick a funny name, you still have to live with it).
By looking at what names were actually used, and then crafting something with a good personal significance from there, you'll end up with both a more medieval, and also more human, name than you would otherwise have found.
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