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Where do there names come from?

Arceus

Arceus's name may come from the words arch (highest) and deus, which is Latin and Greek for god. It may also have a root in the Latin word arcanus, which means secret; sacred mystery.

Arceus's name may also come from the word archaic (ancient), which comes from the Greek arkhaios, and is derived from the ancient Greek word for "beginning", arkhe. It could have also come from the Latin word archetypus (original). Alternatively, Arceus's name can be seen as a portmanteau of Zeus, the most powerful of Greek gods and arch.

Shaymin

Its name is possibly a combination of sha (thanks/gratitude) or jeido (jade), which is one of Shaymin's most dominant colors, and harinezumi (hedgehog). Also, shaman can be pronounced like Shaymin, so it may be like a mythical shaman. In addition, the name Shaymin may be a corruption of the Hebrew word Shamayim, which means "sky" and is the name of the first heaven in Jewish mysticism. This correlates directly with Shaymin's Sky Forme.

Darkrai

Darkrai's name is a combination of the word dark and kurai, the Japanese word for "dark".

Cresselia

Her name is derived from crescent, referring to a phase of the moon. The selia in her name may be derived from Selene, the Greek goddess of the Moon.