Understand what a stage name can do for you. A stage name can help you accomplish a number of things, which all can influence how you decide on your name.
Choose a name that reflects your persona. Your stage name is a way to express yourself. What do you want your name to signify? Think about how a stage name might be able to channel your performance persona.
Have a story behind your name. Whatever your stage name, people will likely want to know how you decided to call yourself that. If it’s an uninteresting story, then perhaps think about making up a more exciting story to go with your name.
Do research about your name. Look online and in name books to learn the meaning of the name you’ve chosen. Learn the history of the name. Does the name’s meaning and history reflect what you want it to mean?