I don’t know where to begin with elf names, is this okay?
Perfectly fine.
There’s an actual elf character in game named Clea, so it’s all good
Not sure if it’s intentional, but “Clea” is also the name of a character from the Marvel Doctor Strange comic series.
Amazing character, started simple as a love interest for the Doc but over the years she got fleshed out as her own unique character, stepping out into the universe as a Supreme Mage herself.
I think it’s an excellent name for a Mage! 
You can use the name generator in-game or there are some online. Also not sure if the one in game uses the blood elf name generator, but you can use that one too.
Quick guide for elven names:
“Elven language” names
Commonly have L, R, M, V, N, T and D.
Common Vowels: A and E, sometimes an I
Finish with -or, -ora, -ara, -oria, -el, -ela
Examples: Alamara, Anneliara, Telrendor, Darenvel
Derivative names
Get a word for something meaningful for your elf.
Search its latin or greek origin/translation.
Add a suffix to turn it into a name
Examples: Celestia (Sky), Umbric (Shadow), Auric (Gold), Florestian (Forest), Argenta (Silver)
Composite names
Get a word for a natural thing, and one that represents either a profession, action, art or craft. Join them.
Examples: Riverstrider, Skysong, Stargazer, Shadowseeker, Silverspell