My first cRPG char was Keyoke, later known as Ninja_Keyoke, which was taken straight from Daughter of the Empire.
Back then you had to change your name when you retired and I really didn't want to go the route of Ninja_Keyoke_II, which looked stupid, so instead I came up with a new nick by slamming my hand on my keyboard and go something like this: khosgodn. I thought "Kho" was fine so I added an ending and got "Khorin".
I had read the books of A Song of Ice and Fire, and later remembered that he was a character(Qhorin) in the books, which is why I made an alt called Ninja_Qhorin. Few realized the connection until the TV series aired.
Then there's Corin, who is Conan's dad in the latest movie, so I made Corin the barbarian. Felt like I had to take Thorin last year. Then there's Chorin from Stargate: Atlantis (old woman called Churin). One day I was bored and made Ninja_Borin. And Ninja_Murphy made the obvious Ninja_Whorin.
Never really liked Khorin as a name and it's only used in cRPG. I have a general name that I use for practically all other games.
My zulu is called ShakaShah, and that's basically a combination of two words: Shaka, the king of Zulu and Shah meaning king of kings.