Not sure which came first (which means that I’m too lazy to check), but the human in the comic strip Get Fuzzy is named Rob Wilco, which could be a reference to the band Wilco.
If TV counts…
Not really a fan of the Pixies (although I do like the song Monkey gone to heaven), but saw this interesting bit on an MTV web site
The Pixies singer/guitarist Black Francis (real name Charles Michael Kitteridge Thompson IV) changed his name in 1992 to Frank Black, after the lead character in the show Millennium.
Back then, I heard of both of them, but didn’t realize that the singer purposely changed his name.
(Buddy Hinton was the bully that picked on Cindy Brady cause she lisped. Peter Brady got a black eye trying to talk things over but returned later and gave Buddy a loose tooth.)
No offense to you, but that website is wrong, wrong, wrong! The TV show Millenium didn’t even come out until the late ‘90s, and series creator Chris Carter (who also created the X-Files) named the character Frank Black after the Pixies’ singer Frank Black, because he was a fan. The singer’s name came first!
He said that “Frank Black” would look better on marquees (and I would assume he wanted to do something to establish his identity away from his newly dissolved band).