In The Winter's Tale many of the characters were named after legendary Greek and Roman heroes. He added nuanced meanings perhaps best appreciated by audiences educated in classical Greek history and drama. We have provided some clues as to their meanings for those who may need a refresher in Greek studies!
Leontes suggests leonine/lion-like tendencies (think Leo!); he is 'the king' after all.
Hermione means pillar queen (she's so 'statuesque').
Polixenes has a dual meaning: guest or host.
Perdita means lost; this character also symbolizes spring and renewal during the play.
Paulina means small (but big in character).
Camillo means perfect (good to have in your corner).
Florizel means flower-like, which certainly suits the pastoral nature of the last part of the play in which he's a main character.
Mamillius means dependent on mother for life. As a form of Maximilian, it means greatest/great promise.
Cleomenes translates as praise, glory.
Antigonus literal meaning is 'one who is against birth; although Shakespeare's Antigonus tries to escape the horrific task set before him.
Autolycus translates to self/same (from auto) and wolf (from lycus). Autolycus implies a skill in trickery, which Shakespeare's character has in spades.