One would imagine a persons birthplace would have a sizeable influence on their name. But as stated before there is nothing wrong with a foreigner having a moniker due to people not being able to say their name properly. You could even have it that your character was getting upset over peoples inability to speak their name correctly.
It really shouldn't matter what a character's name is so as long as it makes sense. For example I don't expect a seeker of the sun born in a non tribal environment to have a [Tribal Letter]'[Name] [Father] kind of name.
