OOPS, the following is on SURNAMES; however I've also seen for GIVEN. There are books in the Libr [or may have to go for Inter Libr Loan] that are exclusively on NAMES.  For example:  The NEW CENTURY CYCLOPEDIA of NAMES, by Clarence L Barnhart, Appleton-Century-Crofts Inc NY 1941, eg Vol 1 covers 'A- E'.     CEE