You do not have to choose a saint. You can be confirmed with your own baptismal/Christian name.
Having said that, most people who do choose a saint’s name to take as their confirmation name choose a saint who has helped them or has some special meaning in their life.
For instance, if a particular saint drew you to the Catholic Church you might want to choose his/her name. You can choose Mary, if you like if she has the greatest meaning for you. Or if you are in a particular profession, you could choose the patron saint of that profession. It’s any saint you’d like for any reason that has meaning for you.