We totally get the Samson part of Samson Agonistes, but "agonistes" is definitely not so obvious, or common. That's because Milton coined this epithet from the Greek word "agon," which just means "competition" or struggle. Think you've heard that before? Sure you have—it's the root of "protagonist" and "antagonist."
Samson Agonistes = Samson the Competitor. So, why not just use plain old English? Well, just like the poem is an unusual combination of a Biblical story with a Greek genre (tragedy, see Genre for more), so too does the title combine a Hebrew name with a Greek concept. This is signaling to us readers that Milton wants us to think more about what's involved in Greek-ifying the Bible, or Bible-fying the Greeks—and whether that kind of connection even works.