I'll only answer what I can without spoilers, though it's tempting to do so!
Aria and Caelum are childhood friends, having both grown up in the same village.
Perhaps it wasn't clear, but this town is a long way from the two companions' birthplace. They're both seen as outsiders/countrymen in town.
Aria and Caelum are two names I chose especially for them, so they make sense, at least to me. Anyway, Aria is her first name, not a nickname (at least that's the initial one, since you can change it).
Fate's a funny thing, maybe diving into the heart of the dungeon will teach us more about theirs, who knows! And about the war being waged between demons and gods.
I'd like to add more characters (probably two more), but that'll come gradually.