Many names like "Andy", "Daniel", and "Mary", are the names of existing characters in the Crystal Chronicles universe. Unfortunately, when creating a new character these names are prohibited for players.
However, you can often get around this by changing the case of the letters in your name. For example, instead of "Nina" you could use "NINA" and the game won't keep you from using your rightfully given name!
Alternatively, you can simply put a space at the end of your name to get by the game's filter--for example, use Nina_ instead of just Nina.