This is more of a set of tips than an actual tutorial, but since a doll's name is an important part of its character, I felt that it deserved a post.
I feel that a doll's name should reflect its personality. Since we can't really talk to dolls to assess their personalities, we have to do that through looking at their faces. That's why I like my dolls to have sweet faces, because I want them to have sweet personalities.
When trying to name a doll, don't look at the doll you based it from, because likely your doll will not look exactly the same and you will end up with the wrong name. For instance, when I made Vivienne, I planned to name her Kaia. I chose that name because I thought it fit the doll I based Vivienne on, but when Vivienne was finished, I realized that the name didn't fit her at all. She didn't look like a Kaia to me. So I thought about what her personality might be like, and I came up with the name Vivienne. In my opinion it suits her perfectly, because I based it on the paper doll and not the plastic doll. On rare occasions you'll get lucky and the name that fit the plastic doll will fit the paper doll too, but in over eleven years of making paper dolls this has only happened once (with Keira).
After you decide your doll's personality, you can start looking for a name. You can look by category or nationality (such as "old-fashioned girl names" or "Indian girl names"); parenting websites are usually a great source of names. Another site that I like is babynamegenie.com, which will randomly select names for you.
Finally, don't feel pressured to come up with a name at once. It's a good idea to sleep on it, or to not think about it for a while. If it keeps coming back, it's probably the right one.
Have fun picking names!