Aeolius said:"She seems mysterious, so I'll call her Mystery. Come to think of it, she also seems graceful and majestic. Maybe I should call her Grace, or Majesty, or Debbie. " - Spongebob
I'd go with Amalthea , a nod to both "The Last Unicorn" and Greek mythology.
Felix said:Why not name it Oona, after that frisky faerie from Legend.