Lampshaded in El Goonish Shive, though it's only used partially and only for some of the animal-people. The "brothers" of Grace, animalistic shape-shifters, are Guineas (a guinea pig), Hedge (a hedgehog) and Vlad (a bat... sorta). The kicker is when Elliot, temporarily transformed into a cat-person, is caught and interrogated by Damien.
Damien: Now, what is your name? Elliot: Um, well, what with me being a cat and all... Cat? Damien: All of you animal-people have horrible names.
A character in Sinfest is a dog named Pooch. Monique lampshades the absurdity, furiously asking Pooch's owner if he'd name her "Girl".
The robot from Zap!'s real name is XR-743-9Q. Zap can't remember it, so he redubs him to Robot.
In Rusty and Co., two of the main characters are a mimic named Mimic and a gelatinous cube named Gelatinous Cube.
A non-animal version comes up in Schlock Mercenary, when Tagon asks Petey what the local inhabitants — whose water-covered planet they're orbiting — call their world, it comes out as "Wet". When Tagon comments that this isn't very imaginative, Petey replies that they compare favourably to the natives of "Earth".
In Trying Human, a Grey alien is able to keep a pet dog with the interest of learning human customs. Although not explicitly called by name in the comic, it is referred to in the author's comments as Dog.
Annie in Gunnerkrigg Court builds a robot in the very first chapter and starts calling him Robot. He does have a proper name, revealed later on, but the main characters keep calling him Robot (which can get somewhat confusing since there's a lot of other robots in the story).