What hints does the name "J. Alfred Prufrock" give us about the character of the "hero"?

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This is an interesting question. I think we could draw several conclusions from the name Eliot chose not only for his protagonist but also for his poem. We would ordinarily expect a love song to be something passionate and intimate: Alfred's love song. But Eliot doesn't title his poem this. Channeling the state of mind of his protagonist—unsure whether he "dare" approach the object of his desires—Eliot's title is stilted, inappropriate, like a love letter signed "yours sincerely." The tone does not jive with the subject matter, giving not only the protagonist's full name, but also the initial of the first name, which he does not use. The protagonist is unsure how to approach the whole situation, and he consequently misreads it.

The name itself also has certain connotations. "Prufrock" is a very unusual name; in terms of its sound, it suggests frock coats, something old-fashioned and English. Prufrock is a man of the old world, dressed in an old-fashioned way and unable to connect to modern life.

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Concerning Eliot's "The Love Song of J. Alfred Prufrock," the name Eliot uses is considered to be highly stylized.  This is probably the most important aspect of the name.

The name does suggest a businessman, also, but this is probably not so vital.

The name, J. Alfred Prufrock, being so formal, contrasts with what one usually thinks of with the words:  love song.  And that's the point.  In other words, the connotations, or word associations, of "J. Alfred Prufrock," contrast with the connotations of "love song."

That is the speaker's state of existence.  He contrasts with anything that can be termed a love song.  He is socially inept.  He is on his way to ask a woman some vital question during tea, and he never even makes it there. 

He is isolated and alienated and socially ineffective.  His love song is not much of one. 

This contrast, by extension, is also the state of modern man.  Humans are alienated and isolated, and the speaker represents all of us.   

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