There are Trademarks and Copyrights.

These also require some sort of Artwork.

So even if your name is Mario, you can not make a game that uses Mario's character art style that Nintendo has protected via Trademarks and Copyrights.

If you make a soccer game with a star soccer player I.E. "Mario Stanic" or hockey star "Mario Trembly". It is possible that you could get away with "Mario's Soccer Game" or "Mario's Hockey Game". If Nintendo has not already tied that up. You can always try and fight in court $$$'s.

It's going to be difficult to trademark just a name with out art work. So Nintendo actually is protecting the art associated with Mario not the name. Think of it this way. The name references the Artwork that is Nintendo's Mario.

You can not Trademark the name "Super" but if you add "Man" then you can trademark that along with the art work that shows how your character will look.

Ken