You need to have a specific goal in mind that you are trying to achieve with your blog before you start it. Targeting a niche is what you find many of the successful blogs doing today.
A niche is where you narrow down a broad theme. For example as opposed to having a niche about dogs, you might create a blog that teaches about dog training. Another idea might be to narrow your niche down and have a blog specifically about a certain breed of dog such as beagles.
When it comes to naming your blog you have to determine if you are trying to brand your self, ot if you want to become an expert on your specific niche. This will ultimately determine whether you are choosing keywords with your name in the blog, or with the keywords of your targeted niche in it.
The nice thing about becoming an expert in something is people will remember your name. A good example of this is Bob Vila, who is a home repair expert.
The flip side to this is to choose the keyword phrase and get it in your blog name. This is helpful to both your reader, as well as to search engines to know specifically what your blog is about.
This becomes a personal choice. You can look at websites and blogs online and see them built around a certain theme such as internet marketing. You will see the owner is branding themself as the expert in this niche. They have their own name in the blog name.
You can also look at blogs online and see that they have the words internet marketing, or variations of it, in the specific domain name that they have chosen.
Another thing to keep in mind is how much content you intend to add to your blog. Today many people are starting mini websites and using a blogging platform to build them with.
If you are targeting a specific niche, then using the keywords in the domain name might be a better way to go. Often times these sites may only end up being a few pages long, or might only have a new blog article added every week or so.
A portal website is the flipside of this where you are constantly adding content and building a website and blog very in depth. You will find websites such as this that are hundreds or even thousands of pages deep. These are examples of a portal website on their targeted theme.
In summary, when you are thinking about what do I name my blog, keep in mind the primary goal of your blog before choosing a domain name for it.