In order of atomic number.

Helium - Greek: Helios the Sun God
Titanium - Greek: The Titans who preceded the Gods
Vanadium - Norse: Vanadis, another name for the goddess Freya
Cobalt - German: from Middle High German kobolt, variant of kobold, goblin
Nickel - German: Nickel = demon
Selenium - Greek: Selene the Moon-Goddess
Niobium - Greek: Niobe, daughter of Tantalus, and wife of Amphion
Palladium - Greek: Pallas Athena, goddess of Wisdom
Cadmium - Greek: Cadmus, Phoenician prince who brought the alphabet to Greece
Cerium - Greek: Ceres, Grain Harvest goddess
Promethium - Greek: Prometheus, Titan and giver of fire and other gifts to man
Europium - Greek: Europa, Phoenician princess abducted to Crete by Zeus
Tantalum - Greek: Tantalus was the son of Zeus and king of Sipylos
Iridium - Greek: Iris, goddess of the rainbow and messenger of the gods
Mercury - Roman: Mercury, god and messenger of the other gods
Thorium - Nordic: Thor, God of war, drunkenness, and other things
Uranium - Greek: Uranus, Sky God, father of Chronos
Neptunium - Roman: God of the sea and earthquakes
Plutonium - Roman: God of the Underworld