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I think it may be more than simply a private entertainment. Throughout all his writings you find these kinds or names and linguistic play, and I'm not sure we can say with any confidence that the adult reader of LotR is going to get them all -- if any of them. There are so many, and they are so clearly the result of such effort and learning, that I can only conclude that they play some significant role in the creation of the story. For Tolkien, I think, the word always comes first -- in particular the name. For him to write the story of Bilbo Baggins (not just relate the plot of adventure, but to tell Bilbo's story, the story of his growth and development) he required a name that would reflect that story, or contain it. It might even be simply a question of aesthetics: the name of his character had to 'fit' the nature of that character for Tolkien.
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Scribbling scrabbling.
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