What do the names of the characters really "say"?
According to Joan Rowling herself, the main character's name is a juxtaposition of the noble name Harry, a variation on Henry, a name often given to British monarchs in the middle ages, and the ubiquitous last name Potter, which literally means a potter. The intended message is that the world's fate is in the hands of an ordinary boy.
The name of Harry's best friend also has an esoteric meaning. The name Ronald is a variation of the Ancient Scandinavian word rögnvaldr, which means a counsellor or advisor to the ruler. Ron's middle name, Bilius, is clearly a reference to his irascible nature and apparent problems with anger management, as Bilius literally means full of bile.
Fleur Delacour is regarded as one of the best students at Beauxbatons Academy of Magic. She makes her first appearance in the fourth Harry Potter movie, Harry Potter and the Goblet of Fire. Her name literally means the flower of the heart in French, and figuratively, it can also be interpreted as the most beautiful lady at the court. Both interpretations reflect her nature, seeing how being a descendant of Veela she is famous for her beauty.
Horace Slughorn, Potions master and Head of Slytherin House, also has a very descriptive name. Horace references the famous roman poet who loved good food and influential people. The last name Stughorn is more specific and has several connotations. It can literally mean tentacles, and as we can all remember, Stughorn was fond of surrounding himself with gifted and promising students to call in favours from them in the future. The result was that he had his tentacles all over the magical community.
Remus Lupin, the professor of the Defence against the Dark Arts and part werewolf, first appears in the third film, and his character is pretty much an embodiment of his name. Remus is a straightforward reference to Remus and Romulus, the mythical Roman kids raised by a wild wolf. And the last name Lupin also means wolf in Latin.
The head of Gryffindor House Minerva McGonagall, has always been distinguished by her rare intelligence and rationality. Well, it should come as no surprise, seeing how her name literally means wise. Furthermore, the Greek goddess of wisdom, Athena, was known in Rome as Minerva. Her last name, McGonagall, is a very common Scottish last name and means the bravest.
The name of the founding father of the Slytherin house was inspired by the famous Portuguese dictator António de Salazar. He had rather radical right-wing views and ruled Portugal for two decades. The last name Slytherin is clearly a derivative of slither. Seeing how slithering is how snakes move on the ground, J.K. Rowling was obviously trying to drive home the message that the Slytherin House is all about snakes, as if the snake on the Slytherin House's emblem was not enough.
Dolores Umbridge, Senior Undersecretary to the Minister for Magic Cornelius Fudge and interim professor of Defense Against the Dark Arts, has never been a particularly likeable character. Her personality is strongly hinted at by Dolores, which literally means pain, and her last name, Umbridge, which is an allusion to the expression "take umbrage", which means to take offence at someone without much reason.
Recall that the full name of the headmaster of Hogwarts is Albus Percival Wulfric Brian Dumbledore. Each of these names has its own secret meaning. Albus can mean white, Percival refers to a knight of the Round Table, Wulfric literally means the leader of the wolf pack, and Brian translates from Old Wesh as dignity and respect. The last name Dumbledore is linked to the Old English name for a bumblebee. J.K. Rowling may have alluded to the wizard's habit of humming something to himself.