Lolita, perhaps more than any other novel, is filled with word play, allusions, puns, jokes, and other kinds of verbal games and legerdemain. Evidently it was Nabokov's intention to create the illusion that his character Humbert Humbert was a little bit crazy. He would have had to be crazy to do all the things he does in the novel. But he is not a fiend. I'm sure Nabokov also wanted to have a lot of fun writing this strange, eccentric, modernistic book. He was influenced by James Joyce's Ulysses, and the influence of both Joyce and Nabokov can now be seen in many contemporary novels. A more remote influence than Joyce's Ulysses was probably Laurence Sterne's wildly discursive Tristram Shandy.
Clare Quilty is Humbert's nemesis and alter-ego. He is a playwright who specializes in plays for children. Humbert reads about him in an back issue of a magazine titled Who's Who in the Limelight in Chapter 8 of Part One. Fatherly Love is one of his plays. This title is a double-entendre. It can mean conventional paternal affection or father-daughter incest, just like the title Know Your Own Daughter, a modern pop-psychology book, which Nabokov mentions elsewhere. Humbert is amused by the possible biblical meaning of the word "Know."
Never Talk to Strangers is also mentioned in Who's Who in the Limelight. It echoes what Nabokov tells Lo at The Enchanted Hunters. When Lo goes down to the lobby to wait for Humbert, she talks to a very dangerous stranger, Clare Quilty himself, the man who subsequently abducts her. The reference to Never Talk to Strangers is supposedly amusing because Hymbert is debauching the girl and simultaneously being protective and parental. Humbert sees hidden meanings in all sorts of words, phrases, titles, etc.
The best book about Lolita is The Annotated Lolita, edited with preface, introduction, and notes by Alfred Appel, Jr. The section in which Fatherly Love and Never Talk to Strangers are mentioned is very heavily annoted by Appel. For example:
31/9 Quilty, Clare: although alluded to by John Ray, Jr., in the "Foreword" (see 4/9), this is the first time that the omnipresent Quilty will be identified by his complete name (Quilty's role is discussed in the Introduction, pp. xxx-lxvii passim). H.H. withholds Quilty's identity until almost the end of Lolita, and adducing it by virtue of the trail of clues is one of the novel's special pleasures.
The Annotated Lolita is available in paperback. It is indispensible in understanding all of Nabokov's allusions, quotes in foreign languages, puns, and other cryptic material and wordplay.
Humbert makes many allusions to famous men who shared his interest in underage girls. One is Edgar Allan Poe, who married his thirteen-year-old cousin Virginia. Another is Charlie Chaplin, who was notorious for his obsession with nymphets.
He was forced to marry Lillita McMurray (who used the stage name Lita Gray) after she became pregnant at age fifteen. The close resemblance between "Lolita" and "Lillita" is the most conspicuous allusion to Chaplin in Nabokov's novel. -The Explicator, Winter 1998
Who's Who in the Limelight can be another allusion to Chaplin because one of his major films was titled Limelight.