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Because it was the best way they had to identify what family to which someone belonged. It was actually somewhat similar to what we do today.

Here's an example: Gaius Julius Caesar

Let's break it down.

Gaius: The first name was called the Praenomen, and it was the personal name given to the individual by his family. Everyone close to him would have called him Gaius, not Julius. However, they weren't so creative with them, and there were only a small number of Praenomens that were used. So Gaius was actually very common.

Julius: The second name was called the Nomen and it was the same as his clan. It's what we could consider a surname now. Family names were usually feminine, and then changed to a Masculine form as necessary. In this case, the progenitor female in Caesar's family was a woman named Julia. We use them primarily as given names now. Some of the more well-known were Julius, Cornelius, Marius, and Flavius

Caesar: The final part of the name was the cognomen, which was originally a nickname or personal title added for the purpose of distinguishing one member of a lineage from another (since names were often passed from father to son). As an example, the last king of Rome, Lucius Tarquinius gave himself the cognomen "Superbus" which is the same as "The Great" in English. Later, cognomens became part of the names of wealthy or large families to help further distinguish them. IN that sense, they were hereditary. So "Caesar" would be passed on and a 4th name (the Agnomen) added for a nickname or title (like in the case of Publius Cornelius Scipio Africanus).

It should be noted that some important people only had two name, which denotes both humility and less than noble beginnings. Gaius Marius, the only man to be elected Consul 7 times, was one such man. he had only two names, which was unusual at the time. HIs family was newly noble, though, so they didn't have the need to the distinction of a cognomen. Despite that, he was given the title "Pater Patria", Father of the Country, and was noted as the "third founder of Rome" because of his brilliant military strategies.

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