Well, since you have already said you like Lena, I shall assume you will select this name if you have a female cat. It is a lovely name!
For boys names, there are many but I shall point you to a website with Russian names on it - no doubt the site also has girls names too and you will soon be able to find a name you like in case you wish to change your mind.
Quick suggestions for the sake of this page only:
BOYS: Alyosha, Vadim, Sergei, Sasha. Boris, Mischa
GIRLS: Lena (of course), Olga, Nadia, Ksenia
Here is the website
and here is another