I own the name Belieber, for trolling purposes of course.

Depends a bit. I have a nickname which in MMOs I sometimes use in variations for my main char and sometimes it's the english short form of my first name, but usually in RPGS like games I try to come up with something unique that fits the character.

And btw, I also chose the gender for my characters according to the story or - in MMOs - the character I want to portrait.
While my Jedi and my commando in SWG were both male, my doc and entertainer were female, they all had their own background and - while I am not really a roleplayer - they would both act differently. Even the two male chars - who were borthers - hated each others guts and would not try to hide it. It took some people in my guild a long time to figure out that these chars were all me.

But most games I play don't have customizable player names anyway.

I'm pretty low effort and usually just use the name of characters from whatever I most recently watched. Alternately, I name characters after one of my cats.

Necro by a Bot (not my real name)

But its an interesting topic

I had since late 90s used the same name (not mine) for any game where gender and name could be set. "Talya"

Unfortunately I ruined it a few years back watching Ru Paul when I realised it would be a great Drag Name "Talya Layta"

Now I use Val or Violet

Typically Zelda. It's totally unrelated to the Nintendo franchise. I just really like the name. In the rare occasion I do play as a guy I go with my given name usually. *shrug*

That's an unusual (funny) name, even for a male. I've heard of the name 'Suggs' (from 'Madness' fame), but never 'Shrug'...

Its his more non-commital brother

Often, I don't like thinking of names, so I might take one of two approaches:
* If the game has an auto-name function (like Final Fantasy 1 GBA or Pathfinder: Wrath of the Righteous, or Elminage Gothic IIRC), I'll use that, possibly cycling through a few names if I don't like the first one it suggests. (Side note: The FF1 GBA auto-namer gives names of characters from other FF games.)
* Otherwise, I might just name my character by their character class, or something similar.
* If the game has a cheat or glitch that depends on your character name (like Castlevania 3's "HELP ME", or Pokemon Red/Blue's Cinnabar Island glitch), I may use that as the basis for my name. (Note that, in glitch situations, the resulting name will usually look like gibberish.)

If you ever play the original Zelda, don't use "Zelda" as your name the first time, as doing so will cause you to start the second quest, which is only meant for players who have beaten the game once, and is much harder.

On the other hand, in Link's Awakening, when you enter that name, you'll get to hear a music track that doesn't appear anywhere else in the game. (I hear this easter egg is preserved in the switch remake.)

That's quite a necro.

Well for the topic at hand, I use my own name in Zelda games

It is. Checking that is practically the first thing I did when booting up the remake.

I always have a few recurring characters in mind where I change their names depending if it's "real" or fantasy. "David" is (not my real name) my alter ego based on myself but in fantasy games where I can recreate the look, they'll be "Daxiv". If I feel like playing a female character, I use what basically amounts to his wife. If I can't customize the character or otherwise there's no fit (the character models do not correspond to what I usually set up for them), I just go with something vaguely appropriate or otherwise just use my real name or online handle since it's essentially just a profile at that point.

I rarely use my name in games. Usually I use a thematic name or if I am just naming a file I just throw something in like Bill or Bob. Other times I just write Name.

These days I have the Routledge Dictionary of Gods and Goddesses, Devils and Demons to use as well.

Very interesting topic, I hadn't noticed it before.
I always choose a female character in RPGs (when given the choice of gender) and as for her name, I've got an English-Greek and Greek-English dictionary, which in its last few pages are written many English names (male and female) and I choose a female name. However, I try that my choice is to reflect that woman's class I want to play in the game. For example, for a fighter I choose a more cruel-heard name, and for an archer a more happy-heard one!

We always name them Narcissus, whom we don't personally know, but strongly identify with, admire his modesty and humility, and strive to emulate his noble example.

usually after myself by a nickname. I have a bad imagination.