During the game, Rinoa's character goes by the name Rinoa Heartilly instead of Rinoa Caraway. One of the main reasons she uses her mother's maiden name is to conceal her ties to the Galbadian government. Although she was able to join The Forest Owls resistance group, other resistance groups may not as easily accept her for who she is.
The other reason she uses Heartilly as a last name is to disown her father. She coldly refers to him, and anyone she is angry with, as "that man". Even Irvine got the "that man" treatment while they were at the D-District Prison. Rinoa often had no choice but to go back home instead of staying in the Forest Owls' Base. Each of those times her father welcomed her back, though she would have to live by his rules. Her father may have lost her respect but he has not lost her love. It seems a reconciliation between Rinoa and her father is very possible in the near future.
Fury is a long time Galbadian Officer who is now a chief representative of President Vinzer Deling. Despite being closed-minded and always getting his way, he has had many hardships. With his wife deceased and his daughter constantly running away from home, he's quite alone and shuts himself away from others. His temperament is very similar to Squall's.
In his spare time, he plays cards with other prominent political figures. He is also a heavy drinker, likely since Julia's death. His fear of something happening to Rinoa causes him to keep her safe and out of trouble in a very controlling manner. That door-locking mechanism isn't the only trick he has up his sleeves for keeping the princess locked in the castle.
The Colonel had known for some time that Vinzer Deling was a superficial "all talk and no walk" president. However, Deling recently came under the Witch Edea's influence. Fearing that another Witch War was starting, the Colonel takes part in organizing a grand coup d'état with Garden to assassinate the Witch.
He is later dismissed from duty when their plan fails. This is due to Edea's suspicions of him being involved with the assassination attempt. Nobody knew that Rinoa had introduced herself to Edea as his daughter when she attempted to use the Odine bracelet.
"Please take care of Rinoa."
–Fury trusts Squall to watch over Rinoa
Julia was a pianist at a high class bar in Galbadia's Hotel. On one fateful night, she became acquainted with an admirer, the Galbadian soldier Laguna Loire. She confessed her attraction to him and said that his eyes would be the inspiration for the lyrics of her first song.
She was completely unaware that Major Caraway of the Galbadian Army was jealous of Laguna, as he too was another admirer. Upon seeing her interest in Laguna, the Major immediately had specific orders issued for Laguna to be sent off to war.
Her debut song Eyes On Me became an instant hit and her career as a singer took off. It seemed Laguna would never come back and Major Caraway comforted her during this time. She found a new love with the Major and they eventually got married. Five years later, she died in a tragic car accident.
Rinoa has fond memories of being happy with Julia as a child. She definitely inherited her looks and straight forward personality from her mother. As well, both women fall in love very easily. In the end, both Laguna and Julia's unrequited love for each other gets a second chance through their children.
"I...I want to sing. Not just play the piano but sing, too."
–Julia tells Laguna about her dream
Caraway in the Japanese game was actually written to sound more like Carway. No relation to Julia's death by a car accident, at least I hope! As well, he is only a Major during Laguna's flashback. He is a Colonel during the present time. His first name is revealed to be Fury in FF8 Ultimania.
Julia's name is a slight nod to Juliet, the star-crossed lover from Shakespeare's Romeo and Juliet. She and Laguna are star-crossed lovers, and her dress has many crosses on it. Rinoa's party dress also has a cross on the front of it.
The name Heartilly was based on the word heartily. An adjective for describing warmth and sincerity, thoroughly, completely, with zest or enthusiasm. A last name with an English word descriptive of the person's biography or personality is also typical for FF Hero(ine)s.
For MP3s with pronunciations of the character names, as well as some funny spoofs, see Wing Heart Productions. Due to the phonetic elements of the language, basing pronunciation on the Japanese is inarguable.