I hate reading a story and finding a character name that really doesn’t “fit” with the setting. If you’re writing in a contemporary setting without naming laws, your protagonist can generally be named anything within reason, but when I see a medieval, Renaissance, even Regency or character named something relatively modern or something that simply doesn’t fit, I have to put it away. To me, it signals that the writer either didn’t put any research into their story, or that they simply don’t care.
Even now, certain countries have strict limits on what names a child can be given: Hungary has an approved list of names for both baby boys and girls, Portugal simply has a list, Iceland and China say the name must be adaptable to certain naming conventions, while places such as Sweden have laws that state the name of the child cannot be something which would cause the child problems. Even in the United States, New Zealand, and France (which used to have a name list like Hungary or Portugal), certain names can be considered taboo. Naming conventions are nothing new.
So, how can a writer actually choose a name which not only fits the character, but fits the setting?
The major theme of my advice is this: RESEARCH. Research, research, research! Re.Se.Ar.Ch.
Now, what to research? Well, try finding lists of names involved in the royal court for the area AND time period in which you are writing. You don’t actually have to write about the Ximena Sanchez you find, but you could borrow her name.
Secondly, why not look at saint’s names? Most of them are actually still common today: variations of John, Joan/Joanna, Mary, Catherine, James, Matthew, Henry, Edward/Edmund, Margaret, Beatrice, Thomas, Anthony, Helen/Eleanor, George, among others.
It’s okay to have three Marys and four Johns – that’s what happened! If you think it might be a bit confusing, give them some sort of identifier. You could have “your sister Joan” or “Henry the baker’s boy”, or an “Anna” (because her mother’s part Italian/Spanish/Portuguese/German) and “Nan”. Little Katherine could be Big Catherine’s daughter, not to mention Kitty’s cousin, Cat’s niece, Kate’s best friend, and Kathy’s arch enemy. You could have an Ed, Eddy, Eddard, Ned, Ward, and an Edward all in the same town! Common names were common because they were often repeated.
Next, make sure the Name was present at the Place during the Time with the Thing. The most obvious thing of which I can think is the use of the name Catalina, which was rare enough in Castilla to not be recorded (if it was even in use) until Catherine of Lancaster married Enrique III. Meanwhile, the aforementioned name Ximena was considered old-fashioned at that time, though it was made popular a mere few centuries earlier; it could still be used, but it would be like using the name Eugene or Ethel.
Even if you know the name existed at that point, make sure it was used for the proper sex of the character. I’m all for diversity, but please understand that your female-born character will probably not have been named “Ashley” or “Lynn” at birth. If you absolutely must have an interesting or highly uncommon name, try to limit it to one or two characters per book – one if it’s a major character, two if they’re minor (background or in one scene).
Finally, and this is insanely important – do NOT try to make fetch happen. What I mean by that, is even though names such as Esther or Rachel and Samuel or Abraham were around, they were used by certain ethnic groups. A Christian family (or even a converso family) would not want to use names which would harm their children, as well as themselves, either physically or otherwise.
By the way, Aureliana Dorothy Lynn would have had an extremely old-fashioned primary name, a name which wasn’t seen until roughly the 16th century for her first middle name, and a man’s name that originally came from a surname as his secondary middle name. Unless her family was highly educated, it’s doubtful they would have known the name Aureliana, and judging by the surnames “Smith-Cooke” (which I hyphenated specifically to highlight the fact that they were last names; that would most likely not have happened)… Probably not.