All the other planets and moons, except Earth and the Moon, have the names of mythical characters
Although under that system Planet Batman and Planet Wonderwoman would be possible choices. Ugh.
I'm in favor of names from mythologies that have a hierarchy: gods at the top, people and animals at the bottom, and some other semi-supernatural beings in between. And any religious association should be defunct, ancient history or fictional. Just my preference, and to be consistent with other planet names. Tolkien's mythology fits well IMHO.