I've fallen into more mythology books and dusty grimoires than I care to admit, and if you want names that feel authentic, start where names actually came from: old texts, folklore collections, and language histories. Dig into primary sources like 'Ars Goetia' and 'The Lesser Key of Solomon' for classical Western names (they're full of evocative, archaic forms), and don't miss 'Dictionnaire Infernal' for a 19th-century catalog that influenced a lot of modern demon lists.
Beyond those, explore Mesopotamian, Hebrew, Greek, and medieval Latin sources — names like Pazuzu, Lilith, and Asmodeus have real cultural lines you can trace. Use academic resources (university library catalogs, JSTOR articles) to see historical context, and visit collections such as the Esoteric Archives for translated grimoires. For non-Western inspiration, study Japanese oni lore, Hindu asuras, and West African spiritual beings respectfully; approach those names with research and sensitivity.
Finally, authenticity isn't just about copying: learn the phonetic patterns and morphological bits of a language or tradition, then craft variations. Keep a notes file with original spellings and meanings, and if you tweak a name, document your changes so your world-building remains coherent. I love discovering a weird, ancient name and tucking its lineage into my story — it always makes the world feel lived-in.