While there are definitely parts of a naming project that can be hard, challenging work – trademark screening, due-diligence research, linguistic connotation screening, domain checking, etc. – the actual name generation, discussion and deliberation should be engaging, thought-provoking, cathartic, stimulating, argumentative, enlightening, and just plain fun. You are creating a name that ideally will function as a very concise poem and catch fire out in the wider world. It's a rush.
And yes, naming should be fun.