In this day and age, one of the primary concerns is searchability -- When your potential customers enter your title into google, you want at minimum the top 3-5 slots pointing unmistakably at your game. Preferably, if you've engaged with media in the right way, you can dominate the first several pages of search results with your website first, followed by reviews, Youtube videos, Let's-Plays, and Twitch streamers.
Being able to secure a highly-related URL factors into that, and helps ensure customers that they've found the genuine article. You should use the whois service to ensure such URLs are available, and if you have a few options you really like, its usually a worthwhile investment to lock down the .com and .net (at least) early on. I'm sitting on a handful of URLs related to game titles and the like myself -- it costs around $12/yr to register com/net/org and many others -- though some of the trendier top-level-domains (like .io) can go for ~$70. Once you've settled on one name, you'll want to snap up all the lesser 'common' TLD variations (ie .org, .info), and probably variations on your URL withing the most common TLDs (e.g. if you finalize on darknessarise.com, you'll probably want to lock down darkness-arise.com and darknessarise-game.com -- you'll also want to do a whois search against those URLs in your investigation phase also)
Finally, don't take it entirely upon yourself to name your project inside a vacuum. You can and should seek feedback from people outside the project -- specifically, people in your target demographic. A name you personally like and has meaning to you is often far less valuable than a name that your target market finds appealing. You can and should do focus-group style testing -- use your local Craigslist and offer $20 bucks and a free copy of the game for an hours time in an easily-accessible location (e.g. college campus if that's your demographic) or via Google Hangouts; or throw a survey on Mechanical Turk (you pay a small amount--you choose how much--for each result) -- using Turk you can have them watch videos or whatever it takes to inform them, you just have to balance what you're offering to pay with the time you ask for.
