Spellsinger's Jonathan Thomas Meriweather, a.k.a. Jon-Tom, isn't acknowledged as having an unfortunate name in the books, but since "John Thomas" is slang for penis in some parts of the world ...
In Isaac Asimov's The Caves of Steel, the protagonist's wife is named Jezebel. She prefers to be called Jessie, after her husband (named Elijah, of course) tried to convince her the historical Jezebel wasn't as bad as her reputation. That was what spoiled it for her; up to then she had been proud of the name.
The Gods of the American Gods universe sometimes end up with names like this out of their efforts to disguise their identity through Steven Ulysses Perhero type names. One is Mr. Nancy/Anansi. The title Anansi Boys is a play on the term "a nancy boy", a derisive term for homosexuals, and the fact that Anansi has taken this name is probably a testament to his comfort with his sexuality. There's also the matter of Shadow's real name as revealed in a side-story Balder Moon which besides being the kind of name you wouldn't want to saddle your child with, makes you wonder why he didn't previously realize his identity.
A running gag in Joan Hess's Maggody mysteries is the cockamamie names that Stump County residents apply to their kids. Some get phonetically-spelled versions of words that might've been tolerable (if rustic) had they spelled correctly, like Hospiss; others sport names that the parents just thought sounded interesting, like Rubella Belinda. Occasionally this is elevated to a Weird Theme Name trope, as with brothers Diesel and Petrol.
In the UK, reprints of the Faraway Tree books have changed the children's names to get around this: Jo becomes Joe (since the "Jo" spelling is now normally used for girls), Fanny becomes Franny and Dick becomes Rick. Bessie's name is possibly the least unfortunate (though it is the "stereotypical" nickname for a cow), but is rather archaic regardless.
Renesmee Carlie Cullen. If she was a boy, Bella wanted to name her "Edward Jacob Cullen." Which would have been an unfortunate name as well, considering that Bella apparently wanted to name her son after her husband and her Unlucky Childhood Friend, who was still pining after her and who Edward was insanely jealous over.
One of Bella's teachers in high school was named Coach Clapp. As a sporker once put it, "why didn't Meyer just name him 'Coach Gonorrhea'?"
In his novel The Witches of Karres, James H Schmitz has a black-clad, cynical, somewhat gloomy and pessimistic young witch by the name of Goth. Note that the original short story was written in 1949, and expanded into a novel in 1969. Names don't have to be created that way to become unfortunate.
Goth's sister is the Leewit ... and she insists on the the.
In one of the Jiggy McCue books, there's a boy called Harry Potter.
In the Dark Lord of Derkholm, one of the (naturally male) dwarves Derk runs into is named Galadriel. Derk can't help wondering about his parents...
The later Gaunt's Ghosts novels have a trooper called Cant. No Country Matters are invoked, but when your name invokes failure at all turns, that's bad enough.
In the Hooker/Butterworth MASH novels there's a pompous newscaster whose name is Dan Rhotten. He constantly has to remind people that it's pronounced "ROW-ten."
The eponymous character of Winnie-the-Pooh. In-universe, Christopher Robin is asked (by his father) why a male bear is named "Winnie". Christopher's response is that his name is actually Winnie-ther-Pooh, as if that explained everything. The Real Life explanation is that he was named after a bear called Winnipeg who lived in the London Zoo.
There's a Police Procedural novel in which a pair of patrol cops are named Albert Hardy and Ernest Laurel. Neither would invoke this trope alone, but as partners, they're stuck either being Laurel & Hardy or Bert & Ernie.
John Carter of Mars: The book The Master Mind of Mars contains a character named "Bal Zak", which looks an awful lot like "balzak", the Dutch word for Scrotum. Or, for those who don't speak Dutch, it also sounds an awful lot like "ballsack", the English word for scrotum. Or, for those who read French literature, it sounds an awful lot like the great author Balzac...
Cheery Littlebottom. She's a dwarf, and apparently her name is traditional and perfectly innocuous in Dwarvish, but in Morporkian... not so much. When he first meets her, Vimes makes a point of not reacting to her name until she is out of earshot, at which point he begins laughing.
One particular joke in Lords and Ladies is about the Carter family, who named all their daughters after virtues (Chasity, Prudence, etc), but were a little bit stumped when it came to their sons. They decided to go with sins, leading to poor boys with the names of Bestiality, Jealousy, Deviousness and Anger. Which, thanks to the Rule of Funny, immediately become Non Indicative Names, e.g. Bestiality is actually very kind to animals and Hope is a depressive.
A minor character in Reaper Man has the name One Man Bucket, which, it is revealed, is short for One Man Throwing A Bucket Of Water Over Two Dogs. He states that his home tribe had a tradition of naming their children after whatever the healer saw outside the tent upon their birth, and explains further that at least his name was better than that of his twin, born minutes earlier. Windle Poons delicately guesses that the twin's name was "Two Dogs Fighting", at which One Man Bucket nearly laughs himself sick.
The people of Lancre and the Ramtops in general have two traditions with regards to naming their children which are mentioned as frequently resulting in this trope: naming their children what the think sounds good, meaning be damned – which very nearly resulted in a girl named Chlamydia Weaver (her mother decided that Sally was easier to spell) – and that after the priest has announced the child's name it can't be changed – which has resulted in a boy named James What The Hell's That Cow Doing In Here Poorchick and a king known as My God He's Heavy The First.
In the novel Infinity Welcomes Careful Drivers the captain of the Red Dwarf is described as a woman with the "unfortunate" surname of "Kirk". The book never really explores the concept beyond stating as much, though, since she (along with the rest of the crew) dies early on.
In Backwards, a later novel in the series, the robotic Agonoids have been given intentionally insulting names by their human creators. Examples include M'Aiden Ty One (Made In Taiwan), D'Juhn Keep (Junk Heap), Pizzak Rapp (Piece Of Crap) and Chi Panastee (Cheap And Nasty).
One of the orcs is called Shagrat. Yes, Shagrat. In British slang, "shag" is a term for sexual intercourse.
In-universe, the name Gorbag contains the root bag, shit.
In the appendix that shows the Line of Durin, Glóin's and Óin's father's name is Groin. (It's actually Gróin, but still...)
The Warrior Cats series, the cats have a two-part name: the first half stays with them their whole life, and the second half changes depending on their rank ("kit" when they're a kitten, "paw" when they're in training, and pretty much anything when they're a full warrior), so typical names include Fireheart, Cloudpaw, Goldenflower, etc. There are some bad ones, however: Kinkfur, Runningnose (named for his perpetual sniffle; his name even translates to "Hay Fever" in the French edition), Foxheart (in-universe, "fox-hearted" is cat slang for "treacherous and cowardly"), Mudpuddle, Deadfoot, Maggottail (seriously, did his parents want him to turn evil?), etc.
Lampshaded by some of the characters when Berrypaw's about to become a warrior. He lost his tail when he was young, so they joke about the terrible names the Clan leader could give him based on that, and come up with the name "Berrystumpytail" (which has been adopted as a Fan Nickname for him.)
The protagonist of Donald E. Westlake's novel Help I am Being Held Prisoner has the extremely unfortunate last name of Künt (pronounced Koont, and he insists on the umlaut, or little dots above the u). This would be bad enough under ordinary circumstances, but when he goes to prison it threatens to become completely intolerable.
A character in The Stars My Destination is named Jisbella McQueen...the unfortunate part is that everyone else shortens it to "Jizz."
The Starter Villain of Lord Foul's Bane is named Drool Rockworm, which has got to be one of the worst names one could possibly have (and no, Drool, sticking a "Lord" in front of it doesn't make it any better). Of course, Drool is a fairly pathetic figure anyway (albeit one with a lot of power), and seeing as he's the only named Cavewight in the series, it's unclear how typical this is for his people.
In Seraphina, when Prince Lucian first arrived in Goredd as a child his embarrassing Samsamese surname, 'Kiggenstane', contributed to the awkwardness surrounding his mother’s elopement and his subsequent status as a bastard. Perhaps as a result, he prefers his nickname 'Kigs;.
In Sherrilyn Kenyon's The League series a fantastic version of Cross-Cultural Kerfluffle meets this, Dancer Hauk. On his native world Dancer means Protector and is suitably manly. Everywhere else it means Dancer, like the profession.
There's also Darling Cruel. Even people who know him struggle not to laugh at the bomb crazy assassin, whose name is Darling. It's a family name.
Valentine Wolfe, heir and soon head of Clan Wolfe. A drug-using degenerate, but a brilliant and bloody sociopath as well. To a lesser extent, Finaly Campbell, notorious fop and dandy. Both embarrassments to their manlier-than-thou fathers (but what did you expect when you named your kids "Valentine" and "Finlay?") Of course, Valentine kills his father during a battle to become the Wolfe, and Finlay is secretly the Masked Gladiator, the deadliest fighter in Golgotha's Arena.
And then we have Owen Deathstalker, his ancestor Giles Deathstalker, and his distant cousin David (pronounced DAH-veed) Deathstalker. Apparently, the Deathstalker Clan figured that their ridiculously badass last name (coupled with their well-deserved reputation as the finest warrior Family in the Empire) meant that they had no need for awesome and intimidating first names.
Several in Please Don't Tell My Parents I'm a Supervillain. From the minor villain Sharky ("...I'll come up with something better.") to the grey-clad Flying Brick Generic Girl (she refuses to talk to anyone, so no one had any better ideas), there are lots of poor names for supers on both sides of the fence. For main characters, Claire ends up accidentally naming herself after her online handle E-Claire, and due to a bitchy heroine mentioning that Penny will "keep showing up like a bad penny," Penny gets the groan-inducing name of Bad Penny. The hero in question didn't even know Penny's name; she just has really bad luck.
The latter eponymous character of Garman & Worse, a novel by Norwegian author Alexander Kielland. At least it's not pronounced "worse".