In Sex In The City , Mr. Big’s real name is revealed to be “John” in the last scene of the last episode.
There was a big thing about secrecy over the first name of Colin Dexter’s Inspector Morse - it was revealed to be ‘Endeavour’ in one of the later episodes.
I assumed that D.J. was named for his father and the nickname stood for Dan, Junior.
No, DJ’s teachers (when seen) always referred to him as “David Jacob.”
And David (née Kevin) Healey’s middle name was Maurice.
Ace’s real name (from Doctor Who) is Dorothy, a pun on the Wizard of Oz-like way in which she was thrown into the future.
Actually, her full name is Dorothy Gale, another reference.
Oops; I think I misunderstood the intent of this thread; please ignore my post above.
On Friends, there was a joke about Chandler’s middle name. Anyone remember what it is?
Chandler’s middle name is Muriel.
–Cliffy, whose real name is Alex
Wasn’t McGyver’s name the same as his grandfather’s? 
On Cheers, Norm’s first name is Hilary.
Well, there ya go. I suppose both sides could claim victory. Or defeat.
Mrs. Brady was Carol Martin Tyler Brady. Yet her (and Mr. Tyler’s) daughters were called Brady from the first episode.
Another one from Roseanne–Her younger sister was always called Jackie. In one episode, their mother Bev revealed that Jackie had been named Marjorie (or was it Mary Jane?). Two year old Roseanne heard the name and thought they were saying “My Jackie.”
Jackie: So you’ll telling me you don’t even remember what my real name is?
Another Cheers one – Eddie Lebeck’s real name was Guy Lebeck (pronounced, a la Francaise, to rhyme with “key”).
Dr. Johnny Fever from WKRP’s real name was John Caravella.
And had to look at his coffee mug to remember who he was!
Anyone remember the British comedy series Chelmsford 123 set in Roman Britain? The leaderof the Britons was Badvoc. Except that in one episode we meet Badvoc’s brother Basil, and learn that his parents were obsessed with herbs. Badvoc is really called Rosemary.
In a related vein, the teacheer on The Greatest American Hero was originally named Ralph Hinkley. After President Reagan was shot, however, his name was temporarily changed to “Ralph Handley” for about a half-dozen episodes, IIRC.