The question is very broad, so I'm going to focus down on Latin and Celtic for the sake of brevity. Latin speakers tended to "Latinize" foreign words according to their preferences and speech patterns, and to make them better fit into Latin's grammatical framework. The ending of -us in Latin denotes a masculine nominative noun, and similar endings appear in many Proto-Indo-European languages. For instance, the -us equivalent in Greek is -ος, the Celtic equivalent is often -os. In order for a Latin speaker to use a foreign noun as a direct object in a sentence, it needed to be in the accusative case. This means that the noun had to be forced somehow into the rules of a Latin noun declension (usually the poor 3rd declension, which collects many wayward foreign words in Latin). English does not have this problem, because English has virtually no case endings left. We can happily use a noun "yauarmanaquawenix," as long as we can manage to pronounce it.

We have many examples of Celtic names which were direct conversions. The druid Diwikiakos is easily converted into a Latinized spelling and pronunciation of Diviciacus. Other names, however, resist such easy conversions. Orgetorix, Dumnorix, and Vercingetorix, for example. When, for instance, Caesar wants to use Orgetorix in the accusative case, he forces the word into the Latin third declension and makes up a fake stem based on other third declension words. Thus we get

Nom - Orgetorīx

Gen - Orgetorīgis

Dat - Orgetorīgī

Acc - Orgetorīgem

Abl - Orgetorīge

Modern German does much the same thing. If I wanted to import a foreign word into German, it gets stuck in a declension and gets a stem, with a genitive and dative and gender etc.