I had a player in one of my Mage games once whose name was Eton Reed, because this pretty much summed up his life's accomplishments (eat'n'read).
We have a thief in our 4th ed game called Rairle Sobar (rarely sober).
Another of my players in a superhero game named her character Nick Berman, which was funny to start with, because that is the name of the mayor of our shire. But it got even funnier when her character actually turned out to be "Nick Berman, mayor of Hornsby shire" - she completely stole his identity and used him as a character concept.
Another superhero character in that game was called "Simon Saez" - whose ability interestingly had nothing to do with telling people what to do. He made doorknobs appear.
I think one of my favourites was an ogre in my last D&D campaign whose name was Pansy Powerpuff - the explanation being in Ogryn this means, "Mighty Warrior Who Is Afraid Of Nothing".