I have to know my characters' names before I can get anywhere in creating a story for them. Just like I have to have a title before I can write pages. The names make sense, I don't know about the title.
The character's name has to fit them in my head. The name has to help me picture the story person. I have ten books of names, everything from baby names to character naming to Bible definitions to naming pets. You can also find popular names by years on the Internet. Once I've chosen, the first name usually never changes; often the last name will change as I bring in more people.
Secondary characters take almost as much work. I make a list of the alphabet and then tick off beginning letters I've used for names. You can't have two character names sound alike, like Charlotte and Charlene or Monique and Monica or even David and Dennis, because the reader will get them confused. Also endings have to differ, for example you wouldn't want Whitley and Rigby and Riley in the same scene.
Heritage/nationality is important as is era. As is connotation. I would never name a high-powered executive-type woman Tiffany or Trixie. Also there are names that just plain make you think of someone else: Fabian, Orlando, Sly, Madonna, Britney, Charleton to name a few.
Someone suggested it would be fun to see a list of all the names I've used in books. I guess it would. It just wouldn't be fun compiling the list after all this time!