His parents did. According to local customs. Often one was named after the day of the saint. Or a name used in that family.
Extensions as 'the bold', 'the brave' had to be earned on the battlefield. A knight would likely get highly aggressive if he was called 'the brave' by minstrels singing for brownie points. Why? Because his peers would wet their armor with laughter.
A knight is chosen when a squire wants to become one.
A knight's first name was chosen at birth, like every one else's. When they were knighted, they would be addressed as "sir". The second part of their name was the name of their fief. For example, Sir Alexander of Blue Harbour. His title is sir, his name is Alexander, and the name of his fief is Blue Harbour.
Ladies would give a knight something to carry into a joust. Typically this was a scarf.
Seth Knight's birth name is Seth A, Knight.
Amaryllis Knight's birth name is Amaryllis Salima Knight.
Castleton Knight's birth name is Leonard Castleton Knight.
Esmond Knight's birth name is Knight, Esmond Penington.
Fuzzy Knight's birth name is Knight, John Forrest.
Goodwin Knight's birth name is Goodwin Jess Knight.
Ivan Knight's birth name is Ivan Eiji Knight.
Merald Knight's birth name is Merald Woodrow Knight.
Monica Knight's birth name is Monica Lynn Knight.