utterly naff and immature, as if you identify so strongly with a set of made up characters that you don't have opinions and personalities of your own! I imagine teen dungeons and dragons players grumpily lurching their way to school while in their head, they're fighting trolls on the Hills of Munplunkio or something else utterly cringeworthy
Bit uncalled-for. I broadly agree that I wouldn't personally go for some of the more obviously fantastical names, but there's no need to be sneery about a person's taste in entertainment.
Anyway, the most traditional and "acceptable" names in the English language are often from the Bible, and what is that if not a fantasy novel full of "made-up characters"? It's just been around for longer and permeated our culture so that nobody blanches at a Thomas or Joshua or Zachary. Wendy was a made-up name, as was Pamela.
I think there are "good names ", that work well with our language, and these can be old faithfuls (Elizabeth, Sarah, John etc.) or they can be newer creations. I'd be happy to be called Sansa, Arya or Lyra, for example (in fact I would prefer them to my own very traditional, very MN-approved name!), but would be embarrassed to have to introduce myself as Khaleesi.
From your list I would veto Rogue, Khaleesi, Azazel, Circe and Wulfric right off the bat. I dislike Ronald and Stanley.
As a GoT fan, one of the nice things about it is that many of the character names are already very usable (Jon, Ned, Robert, Bran, Catelyn etc.)
There is also Dacey, Jorah, Lann (ancestor of the Lannisters), Brienne, Selwyn, Asha, Lyanna - all perfectly wearable names to go through life with.