Just off the road a man lies dead, pierced through the heart from behind by an expertly thrown and ornate dagger which remains in the body. A long strip of cloth torn from the man's shirt has been tied around his neck; on the tag end an unknown hand has written a cryptic inscription: "For Djaygo."
When you get to the next town, everyone is talking about a mercenary woman found slain in exactly the same fashion in her room at the inn where she was staying.
Patterns in surnames: There are many ways a surname could have evolved over centuries. One possibility is migration. A Roman name may have traveled to France and hence to England where it was later Anglicized. Case in point - the surname Lawrence went from Laurentius (Roman) to Laurent (French) to Lawrence (English) and then to Lowry (Scottish). There is also natural etymological evolution. For example, a Middle English spelling may have evolved to a modern English spelling (e.g. Stiward to Stewart). Where did your character's Surname come from?