Since the very beginning of my adult game/VN exploration (which, for me, was Melody), I've used one variation or another of the same general name theme. I didn't actually come up with it myself, but a particular friend of mine once had a dream in which I had this particular moniker. She'd told me about it, and it first became the name of the main character for my erotica book. In this book alone, there are different variations of this general name (as the story deals with the multiverse).
I really prefer to use one form or another of this name when playing these games, because it helps me self-insert better. Sometimes, however, you have no choice but to play as the default name, in which case I tend to feel a little strange to be referred to as something that I haven't grown comfortable with. But I take it in stride and try to enjoy the game as much as possible.