As I've mentioned before, I elected to place my fantasy world in a period far in Earth's (and humanity's) past, a forgotten elder age lost to history, before the civilizations of Egypt and Mesopotamia ever thought to rise. One advantage of choosing this type of world, as opposed to a more recent historical epoch (albeit one with magic), is that I can have maps and nations and peoples completely unrelated to those of our actual history. One disadvantage of doing so, however, is the risk of leaving the reader with no anchor or frame of reference for the cultures and peoples about whom he is reading.
A relatively simple compromise can overcome this disadvantage: allow the cultures and peoples of the fantasy world to have names that are similar to those we know from more recent history. Thus, a culture which bears some resemblance to the north-men of Scandinavia might actually have people with Norse names; a culture or nation that shares similarities with Ireland might have Gaelic names. This gives the reader a simple frame of reference for understanding the people and culture of the fantasy world, and allows the writer to take a few shortcuts in describing that culture. Of course the risk there is that the writer will become lazy, simply copying nations and societies from the past and putting them on a fantasy map. This has been done with some success, although I do not recommend taking such a path.
Rather, I take a few cues from different northern European nations and cultures that existed between about 400 and 1500 AD, and use those to build my nations and peoples. So it may seem that the people of Nifflgarde are just Vikings by another name, but in fact I have only taken a few highlights from the folk of Scandinavia and woven them into the tapestry of my world, and allowed my imagination to fill in the remaining details. Likewise, Sildara may feel somewhat like Arthurian England, due to the names of the characters and a few other superficial bits. But again, I only borrowed some obvious items in order to give a basic frame of reference, and then filled in the details from my imagination.
So what you will find is, the names of people in Numidea and Sildara are generally Anglo-Saxon, although Sildara has many outside influences so it is less rigid. The names of people in Danannsidhe are Gaelic, and those of Nifflgarde are Norse. Other nations follow a similar pattern, but you will have to read the story to find out about the rest.