Roman names consisted of several parts :

An example of a Roman name is P. Cornelius Scipio Africanus:

P. is the praenomen (Publius).
Cornelius is the nomen. The gens Cornelia was an old patrician family.
Scipio is the cognomen, inherited from his father.
Africanus refers to his conquests in North Africa.

Credits: The praenomen list comes from http://www.novaroma.org/via_romana/names2.html