Aeron was possibly a minor Celtic god of war, and is definitely a river in modern-day Wales.

Aeron

Amatheon

Arawn

Arianrhod

A little heavy on the fiber content; we prefer Bram. But Bran is also the Celtic god of the underworld, whose symbol is the raven. It's probably not a coincidence that George R.R. Martin chose this name for the Stark heir who assumes the mystical title of "Three-Eyed Raven" in his A Song Of Ice And Fire books and HBO's Game of Thrones. The character's full name is Brandon.

Bran

This is an attractive Celtic mythological name, popular in Wales and a cousin of the better known Bronwyn. In Welsh mythology, Branwen was turned into a bird.

Branwen

Bleiddwn

Blodeuwedd

Brenin

An ancient Celtic name worn by one of the Knights of the Round Table, as well as a semi-legendary Welsh King.

Caradoc

Celtic goddess of poetry, though less-than-poetic name. 

Ceridwen

Caswallon

Dylan still feels poetic and romantic after years of popularity. It still ranks highly on the charts, among the top <a href="https://nameberry.com/search/boys-names/d">boy names starting with D</a>, so if you choose it, be aware that yours may not be the only Dylan in his class. 
 
Dylan was derived of the Welsh components dy and llanw, meaning "sea." In Welsh mythology, Dylan was a legendary sea god who prompted all the waters of Britain and Ireland to weep when he died. The name came to prominence via the great Welsh poet Dylan Thomas, whose name Bob Dylan adopted in tribute.
 >Several celebrities have sons named Dylan, including Welsh-born Catherine Zeta Jones and Michael Douglas, Kenneth 'Babyface' Edmonds and Nadia Comaneci.
 The name Dylan was given to about 500 baby girls last year, but 7000 baby boys so it doesn't quite qualify as unisex. 
 Dillon is another popular spelling, though the Dillon spelling is used only about 5 percent of the time.

Dylan

Elen

Elffin

Gwynn

Govannon 

Gwydion

Hydwn

A name that crosses cultures, Idris was virtually unknown before the emergence of the charismatic Idris Elba, first on The Wire and then depicting Nelson Mandela in the acclaimed film.
In Welsh mythology, Idris Hawr "the Giant" was a legendary seventh-century Welsh giant and magician who gave his name to a well-known mountain, "Idris's Fort".
In Arabic, Idris means"to learn, study" and is the name of a prophet mentioned twice in the Quran. Idris Shah was a prominent Sufi writer.

Idris

Lleu

Llyr

Also spelled Madog, which was the name of an early Welshman, Madog ap Owain Gwynedd, reputed to have been the first European to discover North America in 1155. Maddox, the name of Angelina Jolie and Brad Pitt's oldest child, is a stronger and more familiar choice.


Madoc

Math

Mabon

Modron

Morfran

Olwen is a Welsh favorite, the name of a legendary princess in what is believed to have been the earliest Arthurian romance, and in fact one of the first recorded examples of Welsh prose.
 In this tale, Cuthwch and Olwen, the giant's beautiful and gentle daughter Olwen has the magical power to cause white clovers to spring up wherever she walked--an enchanting image. There's a darker side to the story too, in which Olwen's marriage curses her father to die.
 Olwen is a Bronwen alternative for those with a taste for the more unusual. Those who like Olwen might also want to consider such other Welsh girls' names as Anwen, Rhonwen, and Nolwenn.
 24's Xander Berkely and Sarah Clarke used the Olwyn spelling for their daughter.

Olwen

Pryderi

Most of us had never heard this lovely Welsh name with links to the moon until we heard the 1976 smash hit Fleetwood Mac song of that name, with lyrics by Stevie Nicks. That same year it popped onto the U.S. Top 1000 at Number 593. 
 
After giving his four boys extreme rebel names, director Robert Rodriguez bestowed this sweet name on his first daughter. More recently, Jenna Dewan chose it for her baby girl.
 
According to Celtic legend, Rhiannon's birds sang more sweetly than any others; she herself was known for being forthright and witty.
 
Rihanna looks similar but is unrelated.

Rhiannon

This unusual Welsh mythological name just might appeal to architect parents wishing to honor Frank Lloyd Wright, who called his two famous residences Taliesin and Taliesin West. 

Taliesin

redwoodfey's list "Welsh Mythology" of 32 great name ideas: Aeron - Taliesin!

Welsh Mythology

The heroes, gods and goddesses from Welsh mythology. Most (not all) are from the medieval Mabinogion. source: Bullfinch's Mythology by Thomas Bullfinch & timelessmyths.com 