When I wrote The Phoenix Rising, I was way too into names. Like, I spent a good three weeks researching names and their meanings and all this other stuff. While I can see where it's a very powerful, very intense need for a writer to have the perfect name, things can always be changed later.
For those wondering, my main character was Sam Reibert, the bad guy was Graham Lazario, and the support main became Constance Verdad or something similar. You can go through name books, the bible, baby books, and everything else, but I think that would be more of a distraction (IE/doing anything but writing, which is what I'm doing now)
When I did Beyond the Black, my main character's name was "QQ" for about 20k words until I finally decided to call him Sarge.
The closest thing I've come to a "fantasy world" name was "Basil Thime"
If you're doing a medieval fantasy and you're firmly set into the culture and times of medieval England, choose a name that would be common to that timeframe. If you can't figure one out, go look in the european history books and take whatever comes to mind
But, in the mean time, QQ makes an excellent character name. Now go back to writing