Roman Names

Since the days of the Republic, Roman people have been named with the tria nomina, or “three name,” system. The three names were the praenomen, or “personal name,” the nomen, or clan/family name, and the cognomen, which can be either the branch of a large family, or a nickname. In practice, Romans use only a small number of praenomina (about 36 male and 36 female), and the same praenomen is used repeatedly in families, so that individuals often required all three names for unique identification. In fact, because so many people have the same praenomen, individuals are often referred to by their nomen and cognomen, omitting the given name entirely. For example, in the real world, we know Gaius Julius Caesar only by his nomen and cognmen – equivalent to calling John Smith the Great simply “Smith the Great.”
If your character is a member of the Hill Folk, then he or she would almost certainly have three names, and would probably have one of the 36 praenomina used throughout the Empire (see the next page). You are, of course, free to choose something else than a name on the list – it is simply there for reference. Most of the “Roman names” for males and females listed in the back of Xanathar’s Guide are actually nomina, i.e., the name of a Roman gens, or clan, so you may want to select a nomen from there. But many other nomina exist – there is a list of over 700 real-world Roman nomina on Wikipedia. Similarly, there is a list of cognomina. However, as cognomina are conferred either to your character as a nickname, or from your character’s branch of their family as a descendant of someone with a nickname, I suggest coming up with a descriptor for your character (such as “the tall”) and then “Latinizing” it (e.g., to “Altus”), so that this cognomen is unique to your PC or your PC’s branch of a larger family.
If your character is a Roman Citizen but not a Hill Person, you would probably still have three names, but these may differ depending on race. For instance, Elves usually have Elven first and last names as their praenomen and cognomen, and then adopt one of the “available” nomina for themselves. The “available” ones are from defunct clans (gentes) that are no longer able to claim sole direct descent from the Eternal City. There are three of these: Cornelius, Aurelius, and Flavius. These are the nomina of the consul or emperor who granted broad citizenship rights to large numbers of people. For instance, Grey Elves often use the nomen Cornelius because the consul Marcus Cornelius Cethegus granted them citizenship in the Republic. So, you might meet an elf named Efferil Cornelius Liadon, whose “elvish” name would simply have been Efferil Liadon.
Adopting the tria nomina of the Roman culture is not a requirement and plenty of people live in the Empire with the more familiar pair of names (given, and family). However, anyone attempting to fit in as a Roman citizen would use the tria nomina.
Note: Roman nomina have both a masculine and a feminine form. The masculine nomina end in -us, while the feminine end in -a. For example: Julius/Julia, Aurelius/Aurelia, Fulvius/Fulvia. Thus, you might have John Claudius or Jane Claudia – these are members of the same family (gens), and have the same surname as far as a Roman would discern.
The table on the Latin language page lists Roman praenomina for males and females. Note that there are masculine and feminine versions of some names, whereas others are only given to one sex.