Go with a real name? Not like "Mark" or "Robert" but something you would see in a fantasy universe. Like... Gandolf or err... damn, I haven't really read anything fantasy-ish in a while so I'm pretty dry on examples. Any who, make something unique and you'll find it's much more rewarding than naming yourself something that makes no sense at all.
See? Do what Tobalo did... only... not like that (not saying it's wrong or bad or anything). My character's name is "Grimwyse". I took the word "grim" and the archaic spelling of "wise" and combined them to make "Grimwyse". It's a name that I can be proud of and enjoy and it fits me well. Basically, take two words that you think describe you best or sound cool and combine them. You can come up with some pretty amazing stuff.