Every Money Heist fan has asked themselves the question at least once: why city names? Although in the show it is mainly to prevent the police from discovering the characters' true identities, the anecdote about the origin of these names is quite funny.
Alex Pina, the showrunner of the series, said in an interview that ‘We considered several possibilities, including names of planets. One day, someone came in with a t-shirt that said Tokyo! That's how it started.’ You could say they didn’t have to put too much thought into it!
But it was a gamble that paid off for the producers because we've gotten so used to hearing the names Tokyo, Denver, Nairobi or Moscow, that we forget that they're just pseudonyms.