This sounds silly, but I feel like my main characters tell me their names. I start seeing a person in my head, and the sounds of a potential name come with the images. Sometimes I go through a few possibilities before I find the one that feels right. I love baby name books and have a head full of both ordinary and exotic possibilities, so that doesn't hurt.
For instance, when I started planning my WIP, I knew the MC was a tough, scrappy girl whose first name started with H. It just felt right. I considered Hester and Hedwig, and then I remembered Ibsen's Hedda Gabler, so she became Hedda. It's far from a common name in the US, but I can see some educated parents choosing it, especially to match a Scandinavian last name.
For a book I'm planning now, I thought for a while the heroine was named Evelyn, Evie for short. She's a tall girl who feels self-conscious, and I wanted her to have a nickname that exacerbates that by suggesting smallness. But then Edith/Edie popped into my head, and I'm convinced that's her name. It sounds demure and/or cute, the opposite of everything this girl is. But it also reminds me of Edith Wharton, who was pretty awesome.
In my debut there's a character who's suspected of being a serial killer. I knew early on that his name had to be Dylan because it's a name that tends to be associated with non-serial killer qualities. (Well, maybe less so now that it's so popular, but back in the heyday of 90210, that was the Sensitive Hot Guy name.)
I could go on. Sometimes the name means something, and sometimes its sound or cultural associations are actually deliberately misleading, but it just has to feel right to me.