Is there a video game that people say the name your character that you make

Are you talking about characters saying the name verbally? If so, many game developers wouldn't include that within a game - think of the amount of time it would take to get all of the voice actors to record various sentences with different names. Also, many people may be creative with their name - how are game developers to know all of the different names that can be created? It's impossible to know all of the names that could be made up.

In other terms, the Fifa games verbally say the last name of your player (only if it's the same as a recorded last name from a list within the game).

Hope this helped.