Sir Dooble in Blockland.
On some games it might be SirDooble, and in any roleplay games (like Skyrim, or SWTOR) it's "Lucien Vaun" or "Ka Tasha" (the latter being a name for female characters).
Although in some games I might create a name using the lore of that game. On Elder Scrolls Online, for example, I play as a Bosmer and use the name Celeenin Nightmire, which is a name using actual Bosmer names from the Elder Scrolls series.