A few notes on Demon
Names
Demons have two names. The first is their True Name, which is the name they
were given by the Creator. It's a celestial concept, a series of sounds and
symbols which would be impossible to pronounce in the human tongue. Suffice
to say, you don't need to worry about representing these in role play.
A demon's True Name is a large source of power, and the large number of evocations
that require the evoker to know a demon's name are made far easier by knowing
the True Name of the target. Likewise, demons have Celestial Names, which is
basically a vocal representation of their True Name. Azrael, Lucifer, Michael,
Ahrimal, Azathoth, and lots of other names with A and Z in them are good examples.
This is the name your character will probably be known by most.
Just like the True Name, the Celestial Name carries power with it, though not
quite as much as the True Name.
This makes knowledge of a demon's True or Celestial Name a great hand up on
them, so suffice to say, they don't often tell their real names to a great many
people. Similarly, it makes it difficult to research one. Realistically, it
could take even a noted occultist many months, possibly even years, to find
out just the Celestial Name of a demon.
In short, if you claim to "just know" a demon's Names, expect to be
laughed out of the room.
In long, you have the chance to actually roleplay. Hunt down some underground
occult master, attempt to ransack the demon's own home for personal belongings,
try to steal ancient holy manuscripts, rough up her Thralls and interrogate
them to find what names they call her by in the blasphemous ceremonies, things
that would give you a clue to the demon's Names. Simply saying "I read
your mind and get your Name" is a good way to be put on Ignore.
Sources of Demon Names
Real-world sources are easy to come by. The Bible, for one.
For another, the Goetia, which is a genuine book that supposedly details black
magic rituals for summoning and binding demons. The list of demons and their
descriptions is great source material.
The Scared Magic of Abramelin the Mage is a book detailing with some great material
that ties in with Demon brilliantly, as well as containing many more Names.
Sadly, this is only Book 2.
The Necronomicon is a famous, though sadly fake text invented by genius horror
writer H.P. Lovecraft. This version, however, is one of the resultant "true"
versions that later appeared, using Lovecraft's invented name to appear more
genuine (there are several others too, though this one is the only one with
a number of celestial names in it). In any case, it's full of Sumerian demon
names.