Character names tend to happen in 3 different ways in a game, assuming it is some flavour of text engine and not graphics.
1) Standard text in which conventional text hacking works.
2) Some kind of variable in the game/text box/markup/formatting. This is especially common in things where you have the name of the character at the top of the text box. This is also where I find you tend to see graphics the most as well for a non graphical text game.
3) For games where you can choose your own name then it will be a save stored variable as they have to store it somewhere by whatever means, can be a different encoding as well.
It will still be in the game somewhere and it is slightly odd to see a character name in text like you mention, though that is just bad form in coding rather than an actual oddity. Said somewhere else however might well be buried deep within the binary, or in a really weird location. At this point I would probably look at tracing/assembly to follow the code on back up (if it has to read a value and do some operations it will look different to normal text parsing so should be easy enough to pinpoint and follow on up through. I don't know what more long winded or less reliable method I might have is going to be here -- for the assembly thing you need not know the quirks of each instruction either, just follow along until you find where it plucks it from memory and then search the ROM for that or trace that memory you just found back to where it came in or gets edited next time, you could even try editing the script if you know a simple value change changes the resulting character and see what it does differently.