Well, my previous world was named Auren, with the main campaign area being the continent of Euros. As to what it meant....at this point in time nothing. I could make something up with Auren being the root of an Orlien word for Land/Earth (Orliens being the primary human racial group.).

But if you want to know how I go about naming places themselves, see this thread here:

http://www.cartographersguild.com/showthread.php?t=5959