Rhyming Susan Sontag with Guy Montag and the other days of the week here is getting dangerously close to a new verse for La Vie Boheme. 
Fedrin Bedell in the short story “Playmates” in The Magazine of Fantasy and Science Fiction, May 1986. The name was supposed to be “Febrin” after “February,” but I made a tyop and liked it.
The Girl from U.N.C.L.E. was April Dancer.
Too bad Julian May is an author and not one of his characters.
On one episode of *Dharma & Greg, *there’s an old friend of Dharma’s named September.
Benjamin January (Janvier) of Barbara Hambly’s mystery series set in 1830s New Orleans. The first book is A Free Man of Color.
George Costanza wanted to name his child “Seven”.
Daisy Mae Scragg of Dogpatch, U.S.A.
Ellie May Clampett
Julio Zapata (Y Tu Mamá También)
Auguste Renoir – artist
Billy Sunday – Baseball player and evangelist. “Sunday” was his family name, BTW, and not a pseudonym, no matter how appropriate it seems.
Frederick March – 2x Oscar winner.
Rick Monday – first baseman for the A’s, Cubs, and Dodgers.
Well, I guess Billy Sunday was sort of a character. But not in the way the OP meant, I think.
If there’s room for him, then surely we can also include American academic Vartan Gregorian.
To be fair, the day was named after him.
It’s more of a title or position than it is a name, but G. K. Chesterton’s The Man Who Was Thursday has characters named after all the days of the week.
If memory serves, her middle name was Friday.
King Friday XIII, to be precise.
Mr. Monday from The Venture Brothers
Right. Stop naming real people, RealityChuck.
And spoke-, “Daisy Mae” is sort of a technical.
Seven is not a month or a day.
Skua September in Alan Dean Foster’s “Icerigger” books.
Oh, good one! I’d forgotten him. He also appeared in at least one of Foster’s Flinx books, too.
Yeah? Watch these:
Sam “Mayday” Malone
Father Christmas (sorry kiddies, he’s fictional)