Names
Choosing appropriate names can really add an extra layer of believability to your mission. Choosing names that sound too modern (eg, "Dave") or too fantasy-like, ("El'drith Blackstone") can spoil an otherwise excellent story.
In the TDM setting, the original language of the Empire was Latin, so many religious and noble families have Latin-sounding names. Commoners generally have British names. Old families with ties to the lands conquered by the Empire tend to have Germanic or Gaelic-sounding names.
Here are some basic suggestions for picking character names:
Common folks
Especially lowlifes and thieves: 19th century British names (think Dickens); usually short and undistinguished (e.g. "John", "Binnes", "Sykes", "Dogsley", "Meg", "Molly", "Snagsby", etc ). Adding a simple adjective in front is also effective (e.g. "Old Tom", "Pink-eye Cobb", "Mad Mary").
Nobility
Norman nobility, occasionally Latin (e.g. "Quintus", "Beaurigard", "Eventroit", "Alraune").
Wealthy merchants
Common British names, but often with slight changes or Germanic influence to suggest descent from old money (e.g. "Iacobus Willen", "Messer Johannes", "Robert Chapman").
Builders and those from the Capitol of the Empire
Common Italian, Latin or latinised ("Marcel" ["Marcellus"], "Casagave", "Guillave", "Tellis", "Ignatius").
Magi and Southerners
Near Eastern and Persian, a suggestion of exoticism ("Scarmengades").
Old Families or Pagans
Either Gaelic or Germanic names (e.g. "Carrigan", "Morgan", "Taggart", "Alric", "Tibold").
Resource websites
The following are some sites that could help you with choosing convincing given names and/or surnames for characters.
http://freepages.genealogy.rootsweb.ancestry.com/~poindexterfamily/OldNames.html - A website with a list of old fashioned names if you need to pick something quickly.
http://www.s-gabriel.org/names/ - Medieval Names archive. List of medieval and renaissance names.
https://web.archive.org/web/20090414024009/http://www.uni-duisburg.de/FB1/GESCHICHTE/neg.html - Database of names in early Germanic languages.
http://www.behindthename.com/ - The largest database of given names and surnames/family names (and their etymology) on the Internet.