Alcyone was the wife of Ceyx, but the happy pair angered the gods by calling each other Zeus and Hera.  Ceyx's ship was sunk, Alcyone hurled herself into the sea, but then in sympathy for their grief the gods made the lovers halcyon birds or kingfishers.

Alcyone

The eleventh brightest star in the sky has a celestial feel, but also could be the name of a commercial airline. 

Altair

Alula, the palindromic name of the first double star to be identified as physically related to its twin, would make the perfect name for a first-born twin.  Ideas (we're only half joking) for the second born: Aviva, Aziza, Otto.  Alula is reminiscent of the unusual name chosen by Isla Fisher and Sacha Baron Cohen for their second daughter: Elula, a month name from the Hebrew calendar.

Alula

Alya is most familiar in the US in its much-more-complicated form Aaliyah, the spelling used by the later singer. The traditional name of the star system Theta Serpentis, Alya is also an established Muslim first name and a Turkish place-name.  It may also be a Russian short form for Alexandra or any other Al- name.

Alya

One of the stellar unique baby names from mythology, Andromeda was the beautiful daughter of Cassiopeia who, like her mother, literally became a star--the constellation that bears her name.The Bohemian Andromeda makes a dramatic and adventurous choice in a time when four-syllable mythological names are gradually making their way into the mainstream.
 Andromeda Tonks (nee Black), is a Harry Potter character
 Cousin name Andromache belonged to the tragic wife of the Trojan Hector, appeared in Shakespeare's Troilus and Cressida and was the subject of plays by Euripedes and Racine.

Andromeda

Simple and yet distinctive, Ara is a mythological name of a famously handsome king. Although it originated as a boys' name, in the contemporary US, it's now much more commonly used for girls.
 Ara was one of the many vowel-heavy two-syllable names popular at the end of the nineteenth century and into the twentieth--it went as high as Number 481 in 1884. It's also used as a nickname for Arabella.

A star system in Sagittarius, so one of the most appropriate <a href="https://nameberry.com/list/577/names-for-december-babies">names for December babies</a>.

Ascella

Astrea

A star in the constellation Triangulum Australe, also the name of a publishing imprint and an assisted living  corporation, probably because it has that streamlined corporate I-could-be-a-car-name feel. Atria is the plural of the more familiar term for an entry hall or foyer, atrium.

Atria

Star name that could also be another spelling of Asia or Aja.

Azha

Acamar

Achernar

Acrab

Acrux

Acubens

Adhafera

Ahara

Aladfar

Alamak

Alaraph

Alathfar

Albaldah

Albali

Albireo

Alchiba

Alcor

Aldebaran

Alderamin

Aldhanab

Aldhibah

Aldib

Alfecca

Alfirk

Algedi

Algenib

Algieba

Algol

Algorab

Alioth

Alkaid

Alkes

Alnilam

Alnitak

Alpheratz

Alrai

Alrami

Altais

Aludra

Alwaid

Alzir

Ancha

Ankaa

Antares

Antlia

Apus

Archird

Arich

Arided

Aries

Armus

Arrakis

Ashlesha

Askella

Aspidiske

Asterion

Asterope

Atik

Auriga

Austrina

Auva

Avior

Azaleh

J.K. Rowling is a modern master of naming who brought a whole constellation of ancient and celestial names to modern parents. Bellatrix, of one of the stars of Orion, combines fashionable names Bella and Beatrix to make a convivial and original name. The down side: the Harry Potter character Bellatrix, played by Helena Bonham Carter, is a character so evil she's called a Death Eater, killing one beloved character and being murdered by another. And the name Bellatrix is so closely associated with that character that it might be challenging to sidestep the association.

Bellatrix

Becrux

Berenices

Betelgeuse

Betria

Biham

Borealis

Carina is a pretty delicately feminine name whose fall from popularity is not helped by its similarity to hurricane name Katrina or slang victim Karen.

Carina

Cassiopeia, the name of a mythological mother who became a stellar constellation, is challenging but intriguing, and has all those softening Cass nicknames available. And with all names Cass-related trending, Cassiopeia may be an unusual route to a stylish name.

With the rise of other otherworldly and mythical choices, from Apollo to Jupiter to Juno, Cassiopeia may just feel more possible for mortals now than ever before in its long history.

Some sources say the meaning relates to the cassia berry or tree, and may be "cassia juice," making this a botanical as well as a mythological name.

Cassiopeia

Forget the oil. It's one of the twins that make up the constellation Gemini, and a mythological name on the cutting-edge of fashion; used by Metallica's James Hetfield. 

Castor

Columba is an early saint's name that rhumbas to a modern beat. While the original St. Columba is male, the name sounds more appropriate for a girl in the modern world. Leave variations Colm and Callum for the boys.

Columba

Caelum

Cauda

Cenatici

Cepheus

Cetus

Circinus

Corvus

Crater

Crux

For as long as we all shall live, Harry Potter's sneering nemesis. 

Draco

Diadem

Dorado

Elakrab

Elrakis

Equuleus

Eridanus

Haili73's list "Star/Heavenly Names" of 221 great name ideas: Alcyone - Zuben!

Star/Heavenly Names

Names having to do with stars, heaven, constellations, outer space.   From the obscure to the obvious, take your pick.  

And by no means feel bound to what gender I put down.  Some names will work well for either gender. If I had any question if it was a boy or girl name, I left it as boy.  I was lazy, what can I say?

These would be best for sci-fi/fantasy stories.  Some might be better suited for last names.  They are all names of stars, planets, or constellations, or have to do with them.