Stay away from names that are copyrighted, like Nintendo.
Think of it this way, if you have a very generic name like From Software or Naughty Dog and people search for those terms - your site is going to be number 10 000 of 10 000+ pages and they won't find you. If you have a very unique name - and people search for that specific name - you'll be on page 1.
Use your names or surnames or part of them to form a word. Do a search for that word - if it's not already taken - then go with it.