The Chimera was a fire-breathing monster from Greek mythology. The name is also a pun on Cimmeria, Conan the Barbarian’s mythical homeland, while ‘Chimerical’ has the general connotation of something mythical or imaginary as well.
Ecalpon is ‘Noplace’ spelled backwards. This is similar to Erewhon, which is ‘Nowhere’ spelled backwards (well, almost), the idealistic commonwealth described in Samuel Butler’s eponymous novel. Also, ‘Nehwon’ is the universe where Fafhrd and the Gray Mouser have most of their adventures.
Go-Nim, finally, is the name of a Japanese board game similar to four-in-a-row.