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I'm new to the hobby & only just dipping in to the background lore, so please excuse me if this is a stupid question that is answered fairly easily.

How did the Primarchs get their names? As far as I can see it they were scattered to distant worlds whilst still, for want of a better expression, unborn. They grew up on these worlds and so presumably (?) were given a name by the people that found/ raised them.

So are the names we know them by (e.g., Rogal Dorn etc) those given by the people on their adopted homeworlds, or did the Emperor give them names when he found them? And if so did they get new names on the spot or had the Emperor named them pre-scattering?

Also, is it known if the Emperor has his own name?

I'm pretty sure most if not all were named by those who found them.

Fairly certain that they were, for the most part, named by the people who found them. There might be a couple of exceptions. (Curze seems like the most likely exception, but I haven't looked into it.)

The Emperor does have a name. Or to be more accurate, he has many. Hundreds, or even thousands. Which one is the true name (or original name, or oldest name, or whichever label you like) is a matter of mystery and conjecture.

Too my knowledge, they were all named by those who found them, however, most also gained nicknames/affectionate names - Russ was the Wolf King, Magnus was the Crimson King, The Emperors Children one (cant remember his name) was the Fernesian, Sanguinius was often called the Angel

Lion was named by Luther.

The name Lion El'Jonson means "Lion, Son of the Forest" in Caliban's old tongue per the codex, since Luther found him in the forest.

Pretty dumb naming convention honestly

Russ was the name of the clan the Russ was adopted into.
Actual name is Leman of the Russ - Never seen any info on what the name Leman is about though, probably just a Viking sounding name the writer picked up somewhere.