In The Annotated Mantooth, the giant robot powered by a uranium core was called "World's Greatest Grandpa." It was also built by Hitler, who died in his own Death Trap with man-eating ducks and peanut butter. The entire Mantooth series was made of this.
From Batman, the name Penguin brings to mind a cute and strange-looking bird that lives in Antarctica. Not a short, ruthless, well-dressed and murderous mob boss. The mere name gives him a more twisted quality.
The Anti-Monitor of Crisis on Infinite Earths is not just the biggest bad of DC Comics, but also the biggest bad of all fiction, having eaten thousands of universes. Yet his name manages to be both innocuous and mildly odd.
The Darkwing Duck comics in Disney Adventures featured a newly-made villain in the form of a super-intelligent kitten named Fluffy.
Deadpool once killed a tank-grown monster that had gone berserk (greatly pissing off the agency who owned the monster) named Doris.
DuckTales: In the "Rightful Owners" arc, the ducks are followed around by a gigantic jellyfish. Webby reveals she named it "Jelly Belly" due to its sweet tooth. The jellyfish is actually friendly (at least towards them), but it looks intimidating.
Empowered: You'd think that in a series featuring characters with names like Demonwolf or Deathmonger, someone who goes by the seeming innocuous name of Willy Pete would be relatively harmless. You'd be wrong. Dead wrong. His name means White Phosphorus.
In Marvel's Journey into Mystery, Kid Loki names his violent and foul mouthed hellhound Thori that would rather have been called Deathripper or one of several other more fitting appellations. The cutesy name stuck. Nobody in Hel, or later Leah, Angela, Sera, and Thor Odinson bothered to call him anything else but Thori, despite him still insisting that he is "known as Deathripper in all the Ten Realms".
To quote Superdickery.com: Who, in their right mind, would name their giant mechanized killing machine "Honeybun?"
In the Marvel AdventuresHulk series, Hulk and Rick Jones encounter The Nameless One, a two-headed Eldritch Abomination. One of his heads is certain that they need a name, and finds human ones like "Bob" and "Tom" exotic and appealing. The other head is not amused.
Miracleman: An unintentional example given that he started out as a good guy, but the name of the character responsible for the most gruesome massacre in the history of comics? Kid Miracleman.
Runaways has a lethal Deinonychus named Old Lace, who derives her name from the person she has telepathic link to calling herself at the time Arsenic (which would be a better name for such a threatening creature!).
One of the most reoccurring characters in Shazam is Shazam's pet tiger, Tawny. While his earlier appearances involve him being a Funny Talking Animal, his more modern incarnations are usually normal, non-sentient tigers. Regardless of his form, he is always depicted as loyal to Billy.
In Stanley and His Monster, the Monster was later revealed to be a demon called "The Beast with No Name" that was a pariah in Hell for being too nice. When it accidentally bonded to Stanley Dover and became his friend, Stanley gave it the name "Spot". While Spot is a pretty decent fellow, a friendly demon is still a demon.
A recurring character in early 90s Superman comics was a seven-foot-tall female Intergang bruiser called Tiny Bubbles.
In Orson Scott Card's Ultimate Iron Man, there is a male antagonist named Dolores, which seems to be more of a great-aunt than a villain. Subverted because "dolores" is Spanish for "pains," which is why he chose the name.
In All-New Wolverine, Squirrel Girl shows up at Laura's apartment bearing a live wolverine to help recruit Laura for a mission,note Because Doreen Speaks Fluent Animal, she assumes allAnimal Themed Superbeings can, and expects the wolverine to explain the situation while Gabby takes one look at it and squees before adopting him as a pet. And because wolverines are bad-tempered, vicious balls of fur and fangs, Doreen appropriately names him Jonathan.
The X-Men villain Sugarman is a grotesque looking head on legs with multiple arms who specializes in horrific genetic experiments and hails from the Age of Apocalypse.