A great resource for learning basic medieval naming conventions is:http://www.prenticenet.com/~news/2001/english_place_name_suffixes.htm
It has many structural and geographic names that can be combined with your own creative prefixes to come up with names for castle etc. This is not a comprehensive list and many other western European countries are likely to have similar databases somewhere. I just happened to have this one book marked. I hope this give you a great start.
Other ideas would be to look up Tolkien's languages library. I had the link at one time, but I lost it. I use a lot of combinations of elvish and dwarvish words when naming some of my MOCs. I know many people who use Robert Jordan's and Terry Goodkind's books as naming references as well.
Reading is one of those activities that has the ability to immerse us in another world, as well as also opening the mind to come up with our own unique names and ideas.
Historical castles and keeps can also be a basis for naming MOCs. Try switching prefixes and suffixes to get your own unique names.
Hope these ideas will help you a bit. I am sure many others here can give you even more exhaustive and accurate ideas, but this should give you a start.
After a long absence, I have returned. I can't wait to start building again.