Player build settings | Company & Product name

Do I have to do any legal work before building my game, such as trademarking a company name to match the name in there as well as the product name. I'm only going to upload my game on Steam BTW.

 

No

 

Never trust legal advice given on the internet. Always consult with a local attorney, preferably one specializing in the correct area of law.

Trademarks and such aside, if you are going to be uploading your game to Steam and earning money for it, your local country, state, whatever may require you to get a business license in order to pay taxes on your profits. Then there is the paying of taxes themselves. Finding out ahead of time could save you a lot of hassle in the long run. For example, in my state in the United States, you have to file quarterly or face penalties.

 

The above is sound advice for legal queries in general

But trademarks are only a means to protect your names, you don't legally need one

 

This. All of the advice in this thread about what is allowed is completely worthless because it's all based on the knowledge people have of their own local laws. Cities have different laws, states have different laws, countries have different laws, and so on. What is legal for one person may not be legal for another person in another location.