Most such names appear in merchandise only, though Derpy, at least in the original version of "The Last Roundup," was actually addressed by name. (After a kerfuffle over the appropriateness of the name, the episode was reedited.)

Some of them are from previous versions of that pony in other generations but many are fan made that just became very popular.

You forgot Dave!

a wonderful place called """"imagination""

I have watched every episode and i wondered... there are many ponies which their names were never revealed but on the internet (wiki) the tell their names.for example:

Twinkleshine

Lyra

Bon bon

Derpy

many many others.

Their names were never said in the show. Where did these names come from?