What are the meanings behind the game titles?

I've played almost every game in the series, but I still don't understand the meaning behind most of the game titles. Sky, Zero, Azure, Cold Steel, are they in reference of something that is in the game? Also while the earlier games have a pretty direct Japanese to English translation, the later games have a somewhat different English translation. Reverie, maybe I know what this is referring to, but the Japanese title is Hajimari (beginnings?). Same goes with Daybreak and Kuro (black?). Are these English and Japanese titles in reference to something in the game?