A name that really begs to be screamed out loud
What? The state gets to choose which name can you freely give your child?
People here find it very strange (insane even) that in US you can name your child Apple, North West or X Æ A-Xii.
(I don't have a strong personal opinion on this.)
But apart from that, there’s no list, you can invent names.
Denmark did use to have "These and only these names" and they were written into the law (yes, there are pages and pages of Danish legislation that are just names), but now any non-offensive name is okay, and for administrative purposes, an "approved"-list is kept for easy reference to things that have already been, well, approved.
In here, for example, the name needs approval to not be harmful to the kid, nor degrading, nor diminutive form of name can be used. Also typos are checked for.
Comrade Adam is keeping an eye on the lists and is posting highlights whenever new names are approved: https://kammeratadam.dk/keyword/godkendtefornavne