When we got Peanut he had a different name...I looked at his tiny frame and said 'well, you're just a little peanut!'...he smiled at me and wagged his tail and that was it. We named him Peanut and he loves his name...everytime he hears it he comes running with a smile on his face like this

and wagging his tail! He's a funny boy!
It might sound crazy but I think they let you know...Moo loves her name, Peanut loves his but Maddie Jo doesn't seem crazy about hers...unless I'm calling them for dinner

but if I call her 'Maddie Jo Panda' she comes running. Maybe she just wanted a nick name