My chin is called Crash because during his first play time on tile, he didn't know how to stop and crashed into everything in the room at least once, including me. That made me think of a Dave Matthews Band song I love (Crash Into Me), and it stuck.
He's not fond of being picked up/restrained either, so his middle name is No-Touchy, from The Emperor's New Groove (the Former Taller Half's favorite movie).
Cervantes was named the way he was b/c the Former Taller Half wanted to name his chinchilla after a video game character (which, incidentally, Cervantes' father, mother, and 'uncle' were also named after), but I wasn't going to have yet another Mario, Luigi, or Yoshi. Cervantes is a zombie pirate from the Soul Caliber games, my absolute favorite fighting game, and since he tends to be a little dominant, kind of greedy about treats/toys and more than a little fond of exploring, it fit.
When I'm naming an animal, I always try to take something about it into consideration. Rescues, especially, tend to get strong names that might lend them some courage and good vibes. But I also think it's funny/cute to meet a Rottweiler named Snuggles, Muffin, Pequeno (Spanish for Little), etc. and Yorkies, Chihuahuas and other little dogs called Thor, Big Ben, etc.