I had a DM wanting us to come up with a party name after a dozen or so sessions together. Our first big quest - and a couple reoccurring themes - had to do with escorting NPCs, so we decided to call ourselves "The Escorts". All the players not only liked it but were actually excited about it. But DM flat out refused to allow it. (Important context, we were all adults between 25 and 40). We never came up with another name, and the campaign started falling apart no long after that.