I found this very interesting page

http://www.ffcompendium.com/h/nchara.shtml#10

From FF10/X-2

Auron: After some rooting around I haven't been able to find anything really satisfactory about this name. The closest I came is an attempt by Moogle Fan which says that it may be "a Celtic name which combines 'aur' (gold) and 'on' (a divine ending or death)." Note that Aurum is Latin for "gold" as well,.. more generic one (and oddly the one that seems most fitting) comes from silentshadow: The name "Auron" sounds very similar to "aura" and "aurora", both words with Latin roots related to dawning and light, and with a sort of ghostly, ethereal sense to them. Makes sense when you consider the fact that he's an Unsent, a ghostly being made of light and pyreflies. (The pyreflies kinda look like 'aurora borealis'--the northern lights...)

Belgemine: From Marigold Futura: "In Japanese, can translate to 'mountain peak' ('berugu' meaning mountain, and 'mine' meaning peak or ridge). As for the possible symbolism of it, this is kind of a reach, but...mountains are viewed as a connection between the two worlds (of Heaven and Earth), and Belgemine is caught between two worlds, being that she's...well, you know if you played the game."

Calli: fractyl2 tells us that her Japanese name is Hikari which means "light".

Gandof: The summoner who long ago defeated Sin and built the towers in Thunder Plains and solved the Cactuar stone mystery. According to weapon_X_33 Gandof is likely a nod to Gandalf in Tolkien's Lord of the Rings.

Jecht: Michael Robinson quotes a site saying this comes from the German for "now".

Kimahri:... Moogle Fan sez: "Final Fantasy X's Kimahri is spelt as Kimari, when translated from katakana to romanized Japanese. Kimari means 'settlement', 'conclusion', 'regulation', 'rule', and 'custom' in Japanese."s.

Lulu: More from Moogle Fan: This is a name meaning "famous warrior maiden". Also, according to Webster's New Collegiate Dictionary, 'lulu' was an early 20th century term used to described a woman with unique talents or ability.

Tidus: Hiro2k explains: "Tidus" (which is pronounced Tii-da in the Japanese version, not Tee-dus or Tide-us) is from the Ryukyu (Okinawan) dialect of Japanese, and means "sun". It comes from the honorific once used to refer to an Okinawan king: Tidanukwa, or Tedako in Japanese, which means, "child of the sun".
I do NOT think that his name comes from the word "Tide", tying him in to Squall and Cloud. The words are pronounced completely differently.

Vidina: ex_soldier_ff7 informs us that Vidina, when ciphered into Al Bhed, means 'future'.

Wakka: Michael Robinson says that it means "water" in the Ainu language, spoken on the Japanese island of Hokkaido.

Yu Yevon: Moogle Fan says that "yu" is Korean for "the spirit of the dead or afterlife; secret, obscure, or secluded" (means the same as the Japanese word "yuu"). Ryoko Habuki says it comes from the word "possession". A neat little tibit from assamite316:

In Japanese, as we all know, Yevon was "Ebon". This has nothing to do with Ebony, but is in fact based on the Hebrew Name of G-d, the Tetragrammaton. In English, this is known to be "Jehovah" or "Yahweh"...

Yuna: Hiro2k again: "Yuna" (Yuu-na) is also from the Ryukyu dialect, and means "night," and also refers to the hibiscus flower, which is called "yuna" because of the fact that it is more open at night than during the day. Tara Mars mentions that this flower also decorates Yuna's outfit and jewelry.

Yunalesca: Moogle Fan mentions that the "lesca" may come from the name Leska, which means "defender of mankind" in Greek.

Zaon: From Moogle Fan: Zaon is an ancient name for the sun in Sanskrit. The relationship between Zaon (sun) and Yunalesca (moon) parallels that between Tidus (sun) and Yuna (moon).