Julie Pennywise and Robert Gray, like the many "faces" of IT, are just two possible names, not victims. Pennywise, a.k.a. Robert (Bob) Gray, tells the Losers his name. IT probably invented these names at some point during the latter years of his existence (which is understood to be practically since the earth was formed).
This answer contains spoilers… (view spoiler)[Pennywise made himself known a few times, like when they opened up the fridge and he had left a message, signed "Pennywise." Also, I believe his name was mentioned in Mike's father's old photo album, specially Robert Gary. And when Bev went to her dad's old place, the old lady mentioned how her "father" was Robert Gary, but specially when Pennywise had become part of IT. It is also on the Varsity Jacket that he wore. (hide spoiler)]