"Nataku" actually doesn't mean anything; I'm not sure where the name came from, because the characters are the same in the Chinese version as well ("Nezha"), but you can tell by the mouth radical on both the characters that it's probably something created just to sound like another name. I don't know... maybe he's from some other mythology and transported to Chinese mythology?

The original Nataku (from what I remember... it's been a while since I read these) was the War Prince of Heaven. He fought with these rings of fire and almost always wore this small diamond of cloth that tied around the neck and the back (traditional Chinese underwear type thing).

Also, "toushin taishi" is basically "prince war god" (tou=fight, shin=god, taishi=prince)

Goujun --> "gou"=er.... not quite sure, but my dictionary says "leisurely" and "jun" is wet or moistened or something. Because he's the Dragon King of the Western Seas! ;)