Could it be
I often come from nothing
A name may come randomly out of nowhere as a flash of inspiration to your parents, rather than being specifically inspired by something. Or in the case of pseudonyms taken for example on the internet, it might literally come from nothing, a mere keyboard mash.
My worth cannot be inherited or given
Your name is your own, you can't give it to anyone else (although you might name your kid after yourself, so this line makes me doubt the answer a bit).
Put me in a winning position
And my success is still not guaranteed
What I give you has no utility
Your name doesn't guarantee any kind of success: it doesn't give you any material benefits.
But it's something you wouldn't want to live without
Who'd want to be nameless here forevermore?
I thought of a few other options (a chess pawn, a CV, etc.), but this seemed to me most likely to be correct.