You cant copyright names, what is copyrighted is the likeness of the character.
Tl;DR: You can use names from anime characters, just dont copy their entire personality and dresscode, there's a line between reference/inspired of and blatant ripping.
You can name your character Mario, you cannot make him wear overalls, add a beard and color it blue and pretend you didnt rip off anything (like some mobile games do).
You can name your character Reaper, you cannot make your character dual wield shotguns, turn into smoke, wear a black trenchcoat and use a skull mask and pretend you wont raise eyebrows on Blizzard.
Superhero names are not copyrighted. Superhero names are trademarked. Using a trademarked name absolutely will get you sued, and you will not win. The laws concerning trademark are much more stringent than copyright, this has a few things to it.
You can name your character Thor, because norse mythos is public domain and Marvel didnt make him up, they just built his version and reimagined the whole Asgard deal, so did Saint Seiya, anyone can reimagine myths to suit their needs as long as you dont rip other people's takes on them, what you cant do is copy marvel's Thor design and change colors.
Adding to the case above, there's some stuff that are simply no-no's like the case with Spiderman, even if you would reinvent everything and make a game like rampage with a giant spider humanoid monster kaiju, you will get knocked on your door by lawyers, because Spiderman is no longer a name, its a concept (the name is a widely recognizable character and entire fictional universe) which has a long and well-documented history with Marvel, and that in itself would transcend the name limitation and on top of that, these are well-known trademarks of Marvel which are regularly and frequently enforced. You cannot simply make anything Spiderman(and variations like "Spiderboy" "Spiderwoman" "SpiderJohn" ) and not think of the Marvel IP or a variation of it, as they themselves have done different universe/protagonist takes on this ip like the case with SpiderGwen, using this name/brand or anything that can be confused as being similar (Man-Spider for example) will get you in trouble.
You can use punny names to make small references like doing a small event at a cinema with a dialogue that says something like "oh its the new Revengers movie, endless war!" but even then, making negative references can also get you in trouble.