hmmm..lemme fink ov sum ov me ex's namez... hmm.. 'ow about uh.. Ulora..Swiftblade? orr.... hmm... Yennefer...Emberheart? datz all I gotz roight now..lemme fink ov sum more...
Slartibartfast and Penfold. You do realise that the classes will unlike classic mmo characters and be loadouts that you switch between (like TF2)?
Fenrynn Mouruta & Orenel Arwyddion resepctively. Mouruta is Estonian for caterwaul. Arwyddion is the Welsh for signs or portents. But unless you're going to have a dedicated character for each class the good Dokta is correct you'll only really need one name for your Eldar. Maybe Arwyddion Mouruta would be a good compromise? Or you could do what I did which is just tool about with Google Translate until you find something you like.
From previous research I can recommend this for choosing names: http://fantasynamegenerators.com/ There are so many name generators in it, and if you also combine name parts from it, you have endless options. EDIT: There are ven generators for 40k names (under Pop Culture > Warhammer 40k)! For example Eldar names. http://fantasynamegenerators.com/warhammer-40k-eldar-names.php
Whenever I've named characters for games or my fiction, I usually try to stick fairly close to the source material. I've used the Eldar and Elvish languages as well as old Gaelic. http://wh40k.lexicanum.com/wiki/Eldar_Lexicon http://www.grey-company.org/Circle/language/phrase.htm