Hello and welcome to BYC! Its great to have you apart of our community. Ahh, i see, my chicks did the same thing when they were that age..best of luck..
Until you can move your chicks out to the coop, you should consider putting some sort of top on their brooder so they don't get hurt or lost. A simple thing like a window screen can work well and will allow for plenty of ventilation.
Meanwhile put a wire cover over the brooder to keep them safely inside. If they fall out they won't be able to get back in and they would be subject to all sorts of injury, pets, getting chilled etc.
Congrats on your new little family; they are adorable!
I name all my girls after female singers and you may want to pick a similar naming theme depending on what you like; it could be artists or actors or cars or food etc. You could also wait until their chickenalities shine through and then pick a name descriptive of a particular trait of theirs.
I hope you enjoy BYC; not only is it overflowing with lots of useful information it is also a great place to make friends and have some fun. Unlike non chicken loving friends, family and colleagues, BYC’ers never tire of stories or pictures about chickens, turkeys, duck, quail, Peas and pretty much any other feathered and non feathered friends