Have fun with it and make up your own!
I always wished they had canon last names, but I came up with some myself in my own fanfictions that I use. Considering that they have Japanese first names, I always figured it would make sense for them to have Japanese last names. It always kind of sounded weird to me when some writers would borrow FF character last names but if that's what you wanna do, go for it. No rules.
Another thing people do is use the voice actors/actresses last names. (Sora Irino, Kairi Uchida, etc...)
If you are curious, the ones I default to are:
Sora Takahashi (kanji: 高橋) The kanji mean "high/tall bridge". Kind of a common last name, and considering that Sora is supposed to be a "common" kid, I felt that made sense. Also has the sense of being up high, so it fits in with his name meaning "sky". He also is meant to "connect" people together, much like a bridge connects things that are apart. So yeah.
Riku Morizaki (kanji: 守崎）The kanji here mean "protect" and a "promontory" which is um...how to describe it, it's a piece of land that juts up out of the ocean. So it has kind of the mental image of a guarded coastal line of rocks and land. Obviously because Riku's name means "land" I wanted to find a last name that also had an earthy type feel to it. His main desire is also to be a protector, so that's where the first kanji comes in. It is also very close to the voice actor for Riku (Miyano Mamoru 宮野真守) who uses the same kanji in his name.
Kairi Kiyoshita (kanji: 清下) The first kanji here means "pure" and the other is "below". So, almost like a purity beneath. The first Kanji in particular is associated very often with water, and uses the water radical inside of it, which fits her first name which has the meaning of "ocean/shore". The feeling of this name is a pure, sparkling water. I felt that made a lot of sense to fit into her name's ocean motif, as well as indicating her princess of heart status.
Unfortunately I never came up with any of my own for Namine and Roxas, but I would think with the little accent at the end of her name, maybe using a french last name for Namine might fit. Roxas I'm not sure.
(It could be argued that 'namine' could be a Japanese name as well, considering the likely kanji for it are: 波音 meaning "sound of the waves" which both ties her to Kairi, as well as seeming like just an "echo" of the sea. But, considering the little accent on the e, perhaps not. Her name is never officially written in Kanji, either, so I have no idea if the ones I chose are correct.
As another aside, however, for anyone interested, Xion is also a very well-thought out name in Japanese. Xion is pronounced "Shion", which is most likely written using either this æ½® kanji or this one æ± (which mean tide) or (海音 meaning sound of the ocean). Also connecting her back to Kairi. BUT in addition, ç´«è‹‘ (read shion) is a type of flower that has a meaning of "I won't forget you". And we all know how that ties into her story...)
Nomura really did his homework when he named his characters, that's for sure.
Again, these are just what I use because I enjoy messing with kanji and their meanings.
Maybe some day they will give us official names, though!
