I've had the same problem, and tried each solution provided, with varying success:
1) I opened the Names Manager and, sure enough, there were a bunch of Names I never created; however, they were NOT the names I was being warned about. I deleted them anyway to get rid of the clutter, but that wasn't the solution.
2) I tried the code provided by Viquar (start "Sub do_loops_names"). I think part of the code was missed, because I can't see how it actually does anything and, sure enough, nothing happened.
3) I tried the code provided by user345338 (starts with "Sub TOOLS_...") - PERFECT. It walked me through all the hidden names that somehow were stuck in the workbook and deleted them. Thank you very much, user345338 (whoever you are!).
BTW, to "codea" - user345338's code is not "useless" as it resolved my issue.