When translating literatures or films, there is a convention that the personal or place names would not be translated strictly by their original meanings or pronunciations. And the translation would not have a single logic.
I don't know what translator's thought, but although the meanings of "小指头" and "小指" are similar, "小指头" just sounds more like a name (I don't know why).
"拉姆西" would fit the sound of Ramsey more, but as I said, the transcription in Chinese (especially in literature translation) is somewhat arbitrary. Some may confuse why use 姆 (mu) since there is no vowel after m, but it is unavoidable because Mandarin Chinese doesn't have an "m"-ended sound.
For other names, "猎狗" is just the literal meaning of "hound". And "艾林谷" is another arbitrary example because "Eyrie" is not ended by "n", a more appropriate translation would be "艾利谷".
I don't known why China version translated "Tyrion" into "小恶魔". But zyc answered this. In addition, sometimes the Chinese film subtitle would keep using one name no matter what is actually said from the actor's mouth in the films.
野人 literally means "wild people". Modern Chinese is hard to use only one syllable to mention something, maybe that's the reason why they have to add some other Hanzi (which will add more meanings) when translating Western literatures.
"鼹鼠村" is a literal meaning of "Mole town". But "镇" would be fit "town" more.
For "卡林湾", the literal meaning of "Moat" is "护城河" or "濠", but maybe the translator feels that the towers are located near a "gulf" so he/she just translate "Moat Calin" into "卡林湾" which means "Calin Gulf" literally.
(Note [2014-08-29]: Actually "湾" can be used to refer a curved inland waterway in some contexts, but this meaning is rarely used in modern Mandarin)
"波顿家族" means "Bolton family", this is because it's rarely in Chinese to use only family name to mention a family. In most occasion would have to add "家" or "家族" (family) to translate something like "The Boltons".
珊莎, 莱莎, 罗宾, 艾雅, 乔拉 and 奥柏伦 are simply translated by sounds. And "龙女" is actually means "dragon women". By the way, the Taiwan version just translated "Mother of dragons" by literal meaning as "龍母".