Choosing a derby name is hard as you're always going to keep thinking of better ones. I suggest saving a list of all the possible derby names that you think of and come back to them after you've been playing for a few months and let the name pick you. Think about your skating and how you play and how your derby name reflects that. I find that combining your interests/hobbies, etc with your name make it a lot easier to think of names also.
My name for example: I like metal and wanted a derby name that when people saw/heard it, they'd know that it was a play on the metal band Manowar's name and make the connection that I'm into metal. Admittedly, I'm not actually a fan of Manowar's music but it worked too well and they are a relatively well-known (power) metal band.
I find that I prefer the derby names that are plays on proper nouns as they are generally the "wittier" names and I really enjoy the derby names that have had a lot of thought go into them.
It took me a while to finally be set in stone with my derby name, but you'll get there! Just make sure you write all your different possible names down. I still have a list of about thirty names saved on my phone that I keep adding to whenever I think of another name. You never know when someone else might need a name!