Unless you're a the artist formerly known as "the artist formerly known as 'Prince'", you probably think that there are some restrictions to what people can adopt for names. Not legal restrictions, but the purpose of a name is to be a convenient way to refer to a thing, and if something is sufficiently grammatically inconvenient, it ceases to be a name.
You may ask whether I'm qualified to discuss this issue. Let me ask this of you: is there anything a person in a sweater vest is unqualified to discuss?
(1) The Canadian poet bill bissett, like E. E. Cummings, doesn't captialize his name, except that E. E. Cummings actually did capitalize his name! We've been sold a lie! Disregarding of our now-meaningless English classes, can Mr. bissett insist on lowercasedness?
(1.1) If yes, can someone further insist that their name is only lowercase, so it cannot correctly be placed at the beginning of a sentence at all? (Keep in mind that we have to rephrase sentences around constraints like this already.)
(1.1.1) Or could someone claim that their name, when placed at the beginning of a sentence, remains lowercase, confusing the heck out of anyone attempting to read such a sentence?
(1.2) What about Sheila ffolliott, who bears a name that has been passed through the generations in lowercase, possibly as the result of a typographical error many years ago? (Keep in mind language is pretty much completely made up of historical accidents.)
(1.3) Can you add capitalization in the middle of a name? If McGill is okay, are names without a historical justification, like McNinja okay?
(1.3.1) Do the capital letters have to be at syllable boundaries? Is AaaaaAAaaaAAAaaAAAAaAAAAA!!! – A Reckless Disregard for Gravity (ignoring (for now) the punctuation issues) an acceptable name? Did you know that that game is set in Boston? Did you know that Boston has a bunch of random office blocks floating in the air?
(2) Is Malki ! a real name?
(2.1) Does it help that an exclamation mark is pronouncable by tone of voice? Assuming capitalization isn't an issue, is _why okay?
(2.2) What about !!!? Do names have to contain at least some letters?
(2.3) And what do you think of Spın̈al Tap, whose name contains a letter used in Malagasy, and other, less popular, languages?
(2.3.1) Does the answer change given that the people who came up with the name were probably unaware that it was a real letter?
(188.8.131.52) Or is it a real letter? Sure, it looks like one, but those dots are probably supposed to be an umlaut, not a diaeresis, which mean different things, despite looking the same.
(184.108.40.206.1) Is it really okay for a rock band name that doesn't start with "The" to not contain at least one punctuation mark, umlaut, misspelling, or weird capitalization issue?
(2.4) Or i ♥ huckabees? The heart isn't even a letter of any kind.
(2.5) Or what about Nineteen63?
(2.5.1) Or Hen3ry, in which the 3 is silent?
(2.6) Hey, what about OpenOffice.org? What the heck, guys? What made you think that name sounded good? That's almost as bad as 1-800 flowers.com.
(3) Can Donald Knuth insist that ΤΕΧ has the "Ε" in its name nudged downward and leftward? (It's definitely not a logotype, incidentally; you can tell because if use the \TeX command in ΤΕΧ or LAΤΕΧ, you get the name in whatever the current typeface is.)
(3.1) Furthermore, can Knuth insist that his typesetting program is actually spelled Tau Epsilon Chi, even though everyone writes it using the Latin characters that look just like the Greek characters (in upper case, anyhow)?
(4) How about color? Is ColorForth okay? Or House of Leaves? How are we supposed to talk about them on a green or red or blue background?
(5) Are one-character names, like R and N Okay?
(5.1) Can something have a zero-character name? That is, is okay? (Hint: no)
(6) Okay, what about ? Can someone just make up an unpronounceable symbol and use it as their name?
(6.1) In order to write the previous item, I had to convert a large version of " " to a vector image and outset it in order to make it appear bold. I guess that's not a question, I just wanted to point out the lengths I go to to maintain my typographical conventions.
(6.1.1) I also want to point out that I deleted a perfectly relevant digression about the difference between copyright and trademark law from the previous item. You're welcome!
(7) How about the world's largest air-insulated Van de Graaff generator? Is that a cool phrase or what?
(8) Did you know that they sold Dr. Pepper freezepops? They do!