Well, according to the Babylon File II (British Guide to B5), Jeanne Cavelos asked JMS about Morden's first name while writing the book 'The Shadow Within'. This is what she recalls:
"I asked JMS if Morden already had a first name, since I needed one for him. When JMS said no, I asked if I could give him one. JMS said he always thought of Morden as Morden, without any first name. He didn't really want Morden to have one. This posed a problem, since I wanted to portray the growing fiendship and closeness between Anna and Morden. So I invented the whole idea of the archaeologists going by their last names to get around this."