So are we just discussing whatever cities we feel like talking about here?
Well, in general, settler colonies were given brand new names - I can't really think of many US cities, for example, which were influenced by native culture. Meanwhile, cities conquered in the modern era from roughly equally advanced societies generally get as a name some sort of corrupted version of the original name (Posen, Lemberg, Tsingtau, Viipuri - just to take a few examples), especially when the goal is integration. There are also a few instances when a brand new name is granted mostly out of ideological grounds or for some political goal (some examples I can think of are Leningrad, pretty much all of Turkey's cities, or Londonderry).