Are you naming a female or a male?
They have sort of pernish names With Initials in front at times
http://www.uesp.net/wiki/Lore:Khajiit_Names
If I were to name a male it might be
Do'Jazha
or Do'basha in honor of the Khajiit in Morrowind I so adored
Jobasha
Do meaning warrior in their language.
If it were a female I might name her Ayisha or Tsani
I like to choose from that list the names from previous games. I don't want to run into any Kat with my name!