In Frankenstein, the monster does not have a given name. Its creator, Victor Frankenstein, however, does use a number of negative terms to describe the monster throughout the novel, including "ogre," "devil," and "thing."
There is some significance in the fact that the monster is nameless. Firstly, it reinforces the monster's status as Victor's creation. It is his property, the product of his labors while at university, and therefore viewed as a possession, not a human being.
Secondly, not giving the monster a name makes it easier for Victor to flee his monster when he realizes how terrifying and horrible he really finds it. Remember that the monster is incredibly ugly and scary. It is extremely tall, for instance, and has yellow eyes. By not giving this monster a name, Shelley also reinforces the idea that it is neither human nor animal. It is a completely new and separate entity.