Diana is a planet that, if any smaller, would orbit Eden and become a moon, so that's why it's named Diana (One of the oddly frequent moon goddesses of Roman mythos).
Adrasteia is named that because, at first glance, it looks possible to survive on. However, soon after landing, you face extreme horrors, and it is NOT pleasant to be there. A slow, painful death awaits you, and unless you can be rescued from this planet within a day, you will die. Adrasteia is the name of the Roman goddess of revenge.
Chione is the coldest inner planet of the baal system. Hence why it is named after the Roman goddess of snow