Take the stars: Only a few dozen bear traditional names still in common use. Some of these sound dignified (Arcturus), some ridiculous (Zubeneschamali). Two-thirds have Arabic origin. If you try to justify odd names by explaining their meaning, it doesn't usually help. Tell people that Betelgeuse and Deneb mean "Sheep's Armpit" and "Chicken's Tail," and the stars may still lack glamour of the Hollywood variety.
At least such proper names provoke interest and recall ancient mythologies. The medium-bright stars do no such thing: Bearing only Greek letters, they nonetheless have the advantage of sounding stately. No alien would be ashamed to come from Alpha Centauri.
But then comes the third category of stars: the faint ones, the vast majority. Here we run into competing naming systems, all of which use numbers. You can call the star orbiting the Cygnus black hole HDE226868 or else BD+34 3815. Bottom line: Very few of the blazing suns that illuminate their fiefdom of the galaxy have titles worthy of their grandeur.
Move to the planets: Only Uranus' name was shared by both Greeks and Romans; the rest are strictly Roman. As for planetary features, they sound like they were named by morons. The Red Spot. The B Ring. Snoopy. The Dark Spot. Hello? Who's responsible for this?
The IAU, that's who. The International Astronomical Union is alone empowered to name the contents of the cosmic supermarket. Labels that existed before this organization did are left as-is. Major planetary features like mountain chains, plateaus and craters have to be named according to strict IAU guidelines. Listing all the rules would require pages, but consider just Saturn's moons:
Titan's features are to be named for ancient displaced cultures. Iapetus' will be people and places from Sayer's translation of La Chanson de Roland. Rhea: people and places from creation myths. Dione: people and places from Virgil's Aeneid. Enceladus: people and places from Burton's translation of the Arabian Nights. Mimas: people and places from Malory's Le Morte D'Arthur legends, Baines translation. And on it goes: nothing humorous or whimsical. It all sounds like freshman English.
Many moons, however, were named before the IAU arrived on the scene, and they should please anyone who finds inconsistency delightful. Mars' satellites "Fear" and "Death" (Phobos and Deimos) take the "least pleasant" prize and come from Greek mythology, as do most planetary moons. But Uranus' satellites are all characters from Shakespearean plays, which is why there's an actual place in space named Puck.
But what about our moon? The blotches are all maria (MAH-ree-uh), meaning seas - a legacy of the many centuries when people thought that they were oceans. Features on the lunar backside all have Russian names - the result of that country's Luna 1 arriving there first, on October 4, 1959.
Full moons have disparate names; TV newscasts sometimes announce that an upcoming full moon is called the "Wolf Moon" or "Strawberry Moon" or whatever. None is official. In the US and Canada, most names for the 13 full moons seen each year came from Native American tribes, especially the Algonquin; but few reflect the moon's appearance that month. They instead describe natural conditions or activities associated with that time of year. Taking January as an example, its full moon was called the Winter or Yule Moon by the colonists, the Wolf or Old Moon by the Algonquin, the Moon of Frost in the Teepee by the Lakota Sioux, the Cold Weather Moon by the Nez Perce, the Hoop-and-Stick Game Moon by the Cheyenne and so on.
Asteroids are another story. They started out as Greek mythology, then changed over to being a modern popularity contest judged by the folks on IAU's naming committee. Favorite deceased astronomers and physicists get honored with their own chunk of rock. Shoemaker floats next to Eros. Speaking of which, the latter asteroid is one of only a handful for which the IAU loosened up a bit. Craters on Eros are named for "mythological and legendary names of an erotic nature." How did that category make it through that stodgy council? Must've been a late-night session.
Meteoroids and their showers are named for constellations; meteorites for whatever place on Earth they smashed into. Comets are the sole objects named for the person who reported them first. This is the only possible way to get your name emblazoned in the heavens, if the comet brightens spectacularly. It's a motivation that inspires backyard amateurs around the world to learn the sky. And why not? Students busy shivering away their youth at the eyepiece are not running Ponzi schemes.
Saved for last are the grandest structures in the Cosmos: galaxies. Nearly all have number designations like NGC4565. This makes sense, since there are 200 billion galaxies, while English has only 200,000 words - and nearly all are poor potential name candidates like "however" and "weasel." There's no way all galaxies could be named unless each and every English word was shared by a million galaxies, as in Weasel334792; but then we'd pointlessly be back to mostly numbers anyway.
In sum, each type of celestial object has its own separate naming system. We took no part in this curious and inconsistent labeling of the Cosmos. But hey, a universe by any other name...