I came up with my character's name years ago, while playing pen and paper roleplaying games. I was playing a mage (of course), and to be more precise, a fire mage. So i started checking online dictionaries for the word "fire", and found a persian one which was "azer".
I liked it, but there was one thing. In my language it sounds like a resident of Azerbajian, so i decided to change it a bit and added ON at the end. And there it was - Azeron. When i started playing WoW i knew i'm going to play a fire mage, and i remembered that old character, so the decision was quite simple.