They worshiped the true God
The king wanted no foreign-sounding names around his person, so he changed the names of the four young Hebrew princes, thus signifying their adoption into the Babylonian court and culture. He would have them forget not only their past, as symbolized by their Hebrew names, but also their religion and their race. He would give them new names, new gods, and new prospects. Each of the four new names exchanged the name of God for the name of a Babylonian idol, a false god of Babylon, with which they henceforth would be identified.
Across the Babylonians’ whole futile exercise of trying to wean these young Judean princlings from their loyalty to the living God by changing their names, God wrote the word folly! “Thou shalt have no other gods before me.” So ran the law (Exod. 20:3). Little weight would these Babylonian gods have with these four committed believers! Chief god indeed! God of the moon, god of the planet Venus, god of this world’s wisdom! Well, they answered to the names of those pagan gods, as we learn from chapter 3, but their loyalty was unswervingly and at all costs to “our God whom we serve” (v. 17).
John Phillips, Exploring the Book of Daniel: An Expository Commentary, The John Phillips Commentary Series (Kregel Publications; WORDsearch Corp., 2009), Da 1:5–7.