I have websites with hyphens in the name. Google treats them just fine. I think that what is more important is to have a domain name that fits the generally accepted defination of a name.

A long list of words strung together by hyphens is nothing people walk around speaking on the tips of their tongues, and the search engines will recognize that.

It makes sense to name a dog Nero. But probably not Nero Claudius Caesar Augustus ThisThatAndTheOther Germanicus.

Steve