[Wil]

Why would they pick those names in particular? Well, how do parents pick names for their children? It's just prefence.

The Big Face and the Weirdos don't have any names that we know of. The 'Big Face' is the title of the spiritual leader of the Mudokons. The current Big Face doesn't have much of a job to do, cause there aren't many spiritual Muds around any longer. He may have abandoned his name for his position. Same with the Shaman.

The three Weirdos would have had names when they were alive and maybe even use them in their spiritual form. I suspect 'weirdos' may just be a term used on Oddworld to mean 'ghosts' or 'spirits', or something like that.