The world she lives in is not Russia. And it's not Great Britain either. And I can explain either name. But I know that using either one will carry tons of connotation and do a fair chunk of the world-building. . . if the hero is Nicholas, as he seems to be leaning, it could go either way by his name.
Probably wisest to start outlining it without naming her and see what she's like by seeing what she does. Since it is always of course possible that the reason I can't pick is that she isn't either one.
It can, however, be really, really, really annoying to get the end of the outline, knowing that I have the complete story in hand, with the character fully developed with motives and background and everything and still not having an appropriate name.
It helps when I have one name, even for a bit character, and start looking around for names that go with it. But I can't start writing the story without having named the characters.