The Dictionary of Medieval Names from European Sources aims to document all given names recorded in European sources written between 600 and 1600.
I know of the Medieval Names Archive, which contains a really wide number of other links, directing to various lists of names from many regions of Europe and the rest of the world. There are essays, lists, documents, it’s extremely well-researched as far as I know.
Another really huge list of names is the Lucifer’s Onomastikon. It has names for all the continents and a number of countries for each continent, you can pick the age (it can be Medieval, but also “ancientâ€, or others) and the geographic source. There are less sources, but it looks accurate.
Admin note: Thank you very much for adding these links, skyeventide.