The "Enter Hero Name" event choice is odd, as it allows you to input your name, but seems to screw up the font.

You can set it directly using the "Change Hero Name" event choice, though. You'll have to put in a direct value, (you probably will want a "Show Choices" branch) but it works...

Just remember that ALL dialogue involving that hero will need the \n[1] command instead of the name of the hero, so all name changes reflect in the conversations! The \n[1] will simply show the name of hero #1 in the database, \n[2] will show #2, etc. \n[0] will show the name of whoever's first in your party.