I don't know if it has been reported already, but I left my name as the default, and the game acts like I didn't set a name at all (I just pressed enter when prompted).
Also, I'm sorry if it's naggy, but I found the menus a bit hard to read since I had to specifically hover on them to be able to read them... I felt it was a deliberate choice on the very first scene like this, 
but I also found it a bit hard to read the menu choices on the normal scenes... I think a bit more contrast between the text box and the dialogue box could be helpful
5 years ago(+1)
If you need an example of how to do it, another game I played does it this way to set up a character who has both a first and last name 
