Names. It's a difficult thing to choose for a character especially when u want to find a unique one. 

Here's a solution.

I have a character named "Aelyn Jones" for another fanfic coming up. How did I come up with this name?

Step 1: Character Analyis.

So first find out who your character really is. My character is a dreamer. She has her own world and lives in it in her dreams.

Step 2: Research.

Researching names can get really hard. There are some really good names on the internet. But stick with you analysis. 

Step 3: Last Name findings.

Last names isn't that hard. Let's say you character lives somewhere in the 90's. Dig up some last names on the internet which were used in that time.

Following these steps, I found a name; "Ael - Lyn". 

"Ael for angel, Lyn for moon".

Somewhat matches the description of a person who has a wide imagination. Hope this helps.