The most common meaning of horosho (õîðîøo) is "good/well" in the most boring sense - as in "he is a good boy" or "that's a good idea". Horosho can also mean "good-looking," but again, it's more of "attractive to some extent" than "extremely beautiful". If you want an adjective that means "beautiful" (for a girl) you can try Krasivaya (êðàñèâàÿ) or Prekrasnaya (ïðåêðàñíàÿ). Also, Krasotka (êðàñîòêà) is the Russian word for "a beauty". Btw, the female of horosho is horoshaya, but I guess horosha will be fine too.
On Russian last names, you can form them by adding ov/ova, etc. to a regular name, or you can use an adjective on its own. You can go with Mudriy (for a boy)/Mudraya (for a girl) (mudriy/mudraya mean "wise"). Or you can imagine that your character is a descendant of a man named Solon
:) and give them the last name of Solonov/Solonova.
Finally, Morena (I am pretty sure it's Morena, not Morana
) does mean "death," but she is simply the personification of death. Chernobog
is the one who rules the underworld.
I hope that clears things up a little :P. Greetings