I tend to make up names based on the way I want the character to be received. It's weird and hard to explain, but certain names trigger psychological responses from people upon hearing them.
For example, for most people, the name "Benedict" makes us immediately think of an upright, gentlemanly type of individual. Proper, probably educated and likely rich. Conversely, the name "Bob" makes us think of someone far less proper, likely your "every day" kind of guy, down to earth and probably pretty content with that.
The name Malcolm, as I chose it, tends to be a strong name and associated with leaders and revolutionaries. It is also shortened to "Mal" which means "trouble maker." The irony of having Malcolm be not a revolutionary and typically not a trouble maker was enjoyable.
The name Khross is a phonetic alteration of the word "Cross" which I actually first used on a Paladin character for Dungeons and Dragons. In this case, it was applied to Malcolm because I planned to play Malcolm as "carrying his cross" regarding the burdens he endures (upholding honor, integrity, fighting for the State even when he disagrees with it, etc) and he'd likely get crucified on that cross at some point.