Choose a name that you would like to write and stick to it. Remember to look around for someone with the same name (words like face, ghost, king, demon, blaze, perk etc. are all common names). If you want to be really original come up with a longer word that is more cunning and perhaps relates to...

Always create a sketch on your sketchbook before you try anything. If you're using an alias, try to come up with an original, interesting name. Avoid cliché names like "Ghost" or "Rage" Instead of a sketchbook, you could carry a folder or binder with paper with you.