Reading through A Song of Ice and Fire series right now. It's quite apparent that George R R Martin has a strong knowledge of ancient European languages and plays with their words. It was a process mimicked in Tolkien. Has anyone ever taken an etymological look at their names yet? Here are some guesses that occur to me:
Westeros & Esteros. An Indo-European *-os suffix to Proto-Germanic *westera "west" and "westward" and Esteros is "east" with -eros by analogy.
Arya. Spelling variation of aria.
Rickard. Norman pronunciation of Richard?
Eddard. Variation upon Edward.
Theon & Thenns. Variations upon thane?
Winterfell. Variation upon Winterfullmoon, the native English word for the month of October.
Sigfry. Variation upon Siegfried.
Okay, so those are just a few that I thought of.