They don't have to end in -a.
This is an enormous pet peeve of mine. You give your fantasy characters strange sounding names to match the very different world they live in, and yet your female names always have liquidy vowel sounds and end in -a. Maybe an -i if you're feeling adventurous.
I'll use Homestuck as an example, since it's been floating around my mind for a while. The original twelve trolls come from a different planet, have a different culture, and strange names (which are, admittedly, based on earth concepts and connections to their astrological sign), but they still end up falling into common stereotypical naming conventions.
4 end in -a (Nepeta, Aradia, Vriska, Kanaya)
2 end in -i (Terezi, Feferi)
Of the female names, "Vriska" sounds the strangest, because of the consonant clusters and that "vr" is a rare combination. All other names have three+ CV(v) syllables.
3 end in -s (Tavros, Equius, Sollux)
The ending sounds in the male troll names have a lot more variation than the female names. Of all the names, "Eridan" sounds closest to a Western name.
Most of the English names that end in -a come from Latin, where the language is gendered and the feminine form is -a (masculine is -us). (This might actually be an Indo-European thing, as Slavic languages like Polish consider -a feminine as well). In Ancient Rome, women were usually given the feminine version of their father's name (Roman naming conventions are a bit more complicated and did change as time went on, but this is the condensed version. Here's the wikipedia article).
Since your fantasy world is not set in Europe (presumably), try mixing up your names. Maybe your names end in -ko, like in Japanese. Or maybe your feminine names have sharp -ik- sounds in the middle. Or maybe feminine forms are unmarked in your world, and masculine names usually end in -orl. Play around with it and do something new. Please.
The same things go with naming your kingdom. Unless you want to imply your world has had contact with the Roman Empire, drop the -ia at the end. This is the just the Latin way of saying "land of". Why not use the English -land, as in England (land of the Angles), or Finland (land of the Finns)? Or -stan, as in Afghanistan, Uzbekistan, etc.? Or the Chinese -guo, Měiguó (America) "beautiful land", Zhōngguó (China) "Middle land/kingdom"?