In the same book, Redcloak and Right-Eye take those names after seeing Xykon kill someone for having a name he couldn't remember. They continue calling each other "Older/Younger Brother," however... until Redcloak kills Right-Eye, and Right-Eye uses his new name to represent Redcloak choosing Xykon over him.
Girl Genius: When they took Agatha into hiding, Punch and Judy renamed themselves Adam and Lilith Clay and masqueraded as her parents. While Eve was created to serve Adam in the Bible, Lilith intended herself as Adam's equal.
In Gored by Them Things, Captain Rum of Teal Polka Dots becomes Captain Rum the Aquamarine. For no reason other than causing a giant penguin to get sucked into a giant vacuum cleaner. (It's that kind of world.)
In the backstory of Gunnerkrigg Court, Renard changed his name to Reynardine when he left Gillitie wood. Both names have folkloric significance: Renard is an alternate spelling of Reynard, the trickster-fox from the medieval beast fables. Reynardine is the name of a human (or a were-fox, in some later versions) highwayman from a folk song who seduces unwary maidens. It's eventually revealed that Surma was the first person to call him Reynardine—it was his infatuation with Surma that prompted Rey's name change.
This turns out to be standard procedure among Propitians and Dersites:
Jack Noir - Scurrilous Straggler and Spades Slick in the Troll Universe, Sovereign Slayer and Bec Noir in the Human Universe. Also an Odd Name Out, since he doesn't keep his initials.
CD - Courtyard Droll, Clubs Deuce.
DD - Draconian Dignitary, Diamonds Droog
HB - Hegemonic Brute, Hearts Boxcars
And Snowman was formerly Black Queen and Banished Quasiroyal.
On Alpha Earth, Jade changed her last name to English after the man she knew her abusive adoptive mother hated and feared the most.
In Tower of God, after Bam gets betrayed and nearly killed by Rachel, he changes his name to Jue Viole Grace. Now being more sinister, broodier, and possibly quite depressed, it is rather ironic since 'bam' is the Korean word for 'night'.
Then again, the color violet, being a colour of strong emotion and strong reason, as well as one of great purpose, fits him now as well.
In Penny Blackfeather, Penelope Blake takes her pirate grandfather's name and becomes Penny Blackfeather when she decides to become an adventurer.
Escape from Terra: at her self-determined adulthood party, the younger Babbette announces that she's sick of being referred to as "Little Babbette" and changes her name to Liberty, or Libby for short.