In 2001 I attended a meeting in which a company who had imported avatar software from the US wanted us as intermediaries to sell 'the' into our clients.
On Avatar names I found they are/where led by username software, so increasingly every realish name under the sun was taken. Being an early adopter I nabbed Jonathan in one domain, otherwise you end up with something like jj27vv. The othet day I had a go with the names of all 16 moons of Saturn - not one was available.
Having 'Jonathan' is of course hopeless when I wanted to be anonymous so I have since locked that website.
I have no idea what names I adopted in the couple of Second Life domains I tried out for all of five minutes. Being invited to take on a name that sounded like a Norse god would not be conducive to good behaviour.. There's a study on this which I came across in which a shigh student took on the persona of a beligerent thug and remained in character whenever on line.
There is value though in visualisation and role play.
The answer is to do as JKRowling; collect words and names viraciously, make them up to. It will always be possible to say something original.Thinking of which, the most crass term I've ever heard is 'unobtanium' in Avatar.