Penthesilea(?) was an amazon queen in Greek mythology, Dark Samus is obviously from Metroid Prime, don't honestly know which one it's based off of though. Medusa was between being based on the myth of Medusa or some anime which is why she's got her look and isn't a snake or something. Would have to ask Jetz because I just woke up and don't remember the details. William was from Code Lyoko, Kaje's just in his second stage, the rest are obvious but I didn't find out about Sirica.
Edit: ah, Kirby. Right. Forgot about that.