Back in the beginning of my planning process, which was... God, so long ago... I was merely interested in the rather wide umbrella of Slavic culture. So I delved into certain countries, certain eras, and while I did not end up settling on Russia (I found the Czech Republic and Slovakia more fascinating, to me), I did do quite a bit of research into potential names for characters.
You can use this as a guide for your own characters, if you'd like, or you can read it for fun, or you can simply move on or ignore it. But for those who are sticking around, here's what I got out of this:
Russian Names
Russian names consist of three parts: a first name, a patronymic, and a last name. Unlike many American names, for example, it's easy to tell whether a Russian is male or female, because their names are gendered. For the sake of readers, I'll have both the Cyrillic and the Latin alphabet in my examples.
What is a patronymic? Simply, a name derived from the father. So for instance, 'Fitz' means 'son', and was used in names like 'Fitzgerald' (son of Gerald) or 'Fitzroy' (son of the king, used for bastard children). Plenty of other examples out there, but for the sake of time, just know that it's always a part of a Russian name. For males, patronymic names end in ович (ovich) or евич (yevich), like Викторович (Viktorovich) or Николаевич (Nikolayevich). For females, patronymic names end in овна (ovna) or евна (yevna), like Викторовна (Viktorovna) or Николаевна (Nikolaevna).
So meet Евгений Петрович Уваров, or as it's written in the Latin alphabet, Yevgeniy Petrovich Uvarov. And meet his sister, Ирина Петровна Уварова (Irina Petrovna Uvarova). It's not always possible to tell by the first name whether the person is male or female; after all, Nikita is an exclusively male name, and Sasha is a diminutive that can be used for both Aleksandr and Aleksandra. But you can tell with patronymics and with surnames. Female patronymics and surnames always end in -a. Sometimes, depending on the last name, you'll have to use -aya (or depending on your transliteration, -aia). So if the male's last name is Dostoyevsky (hello, Crime and Punishment), then the female version is Dostoyevskaya.
If you're looking for names and surnames for your characters, then there's a giant list on Wikipedia to peruse, and it provides both the Cyrillic and the Latin version of the names. You can also use Wiktionary and Masterrussian.com. We're going to run the Russian alphabet for some examples:
Males
Аркадий (Arkadiy)
Богдан (Bogdan)
Виталий (Vitaliy)
Гавриил (Gavriil)
Дмитрий (Dmitriy)
Егор (Yegor)
Захар (Zakhar)
Игнатий (Ignatiy)
Кирилл (Kirill)
Лев (Lyev)
Матвей (Matvey)
Никита (Nikita)
Олег (Oleg)
Павел (Pavel)
Руслан (Ruslan)
Сергей (Sergey)
Тимур (Timur)
Эрик (Erik)
Юрий (Yuriy)
Яков (Yakov)
Females
Анастасия (Anastasiya)
Василиса (Vasilisa)
Галина (Galina)
Доминика (Dominika)
Екатерина (Yekaterina)
Зоя (Zoya)
Искра (Iskra)
Клара (Clara)
Людмила (Lyudmila)
Марина (Marina)
Надежда (Nadyezhda)
Оксана (Oksana)
Полина (Polina)
Раиса (Raisa)
Софья (Sofya)
Татьяна (Tatyana)
Ульяна (Ulyana)
Федосья (Fedosya)
Эльвира (Elvira)
Юлия (Yuliya)
Ярослава (Yaroslava)
Diminutives
So diminutives are... somewhat odd. There are multiple kinds, and usage depends on your situation with the other person. And it's very hard to discern a pattern, so some research will need to be done in order to determine which needs to be used.
Some names don't have diminutives, like Maxim, Vera, Nikita, and Nina. For the rest, there are various, and here are the types:
Full name: This is used with formal situations, like work relationships, or with people who don't know each other well. All of the names above, except for the example of Sasha, are full names.
Shortened name: This is used among family and friends, and is like a general nickname. Some (but not all) Russian names form this by taking the first syllable and adding -sha, so like Mikhail to Misha or Marya to Masha. Not every name follows this, so you'll get names like Pyotr that end up as Petya. Some take from the middle part of the name (Aleksandr to Sasha, Nikolai to Kolya) or the end (Ivan to Vanya). Occasionally, diminutives look nothing like the original name-- another diminutive for Aleksandr is Shura.
Intimate: Used in really close relationships, like parents to their children or among people in love, and are formed by adding a suffix to the shortened form. Sometimes they end in -echka or -enka, so Ivan goes to Vanya goes to Vanechka, and Maria goes to Masha goes to Mashenka. You can also occasionally find -ochka (Lara to Larochka, or Aleksandr/Aleksandra to Shura to Shurochka). There are many other ways to create this, so research!
Very informal: It's not commonly used, because it's considered very rude to refer to adults by this form. Often it's used with children. The (general) pattern is to take the short form and -ka: Masha to Mashka, Sasha to Sashka, Vanya to Vanka.
So...
Hope this was entertaining, or at the very least, informative!
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