Names are an important part to any society and the way people create names is deeply rooted in their language. Keep the names in your world consistent unless they belong to someone with a different cultural background. Sometimes certain names will be rare in the specific setting of your story. While these names may be common elsewhere you will not be able to find many people if any in the local area. If these names do show up in your story give a reason for that. You won’t have a character named John in a story set in ancient China for no reason.
How do people come up with names for their children. Do parents come with names by themselves or do they have to go see a shaman to recommend names? Do the parents even get a choice of names? Do the children get their names when they are born or do they only get a temporary name which they can change when they turn 16? Another good thing to think about is where these names actually come from and their structure. Children can be named after different aspects of nature, or heroes from mythology, or even human virtues. Names can have similar endings between genders, different endings, or there can be no correlation. Look at names in real life to get some ideas for your world, and use the naming conventions you come up with to name the characters in your story.