Given that you do not identify the text to which you are referring, I will answer your question based upon other reasons as to why authors typically use only pronouns to identify a character.
Many times, authors choose not to name a character because it allows a reader to more easily identify with a character who remains unnamed given the reader may identify that character with their own personal experience. This insures, or tries to insure, that the reader becomes engaged and active during their reading.
Other times, the author may have sexist tendencies which errupt within their writings. A female character may not seem important enough to name. Therefore, the author simply refers to her as "she". Critically one can look at feminist criticisms in regards to what authors typically provide this type of nameless character.
For example, only one character in John Steinbeck's Of Mice and Men remains nameless: Curley's wife. This character is, throughout the novel, referred to only as Curley's wife. Much criticism has been written regarding Steinbeck's omittance of her name. Overall, many critics simply believe that a women was not as important as a man and, therefore, she did not qualify having a name. Others have stated that her undefined life qualified the absence of a name.
It is important to recognize the reasoning behind the naming of a character, or lack of the naming of a character. Lack of identity is a main theme in many of literature's great texts. So, as another reason behind the use of a pronoun as a name could be the character's lack of identity as a true, concrete character. Some characters are defined as the text draws out, some remain undefined throughout an entire novel. Typically, is simply depends upon the characterization of the character as well.
The reference link following the answer is to give you a more in-depth understanding of a character without a name while referring to Steinbeck's Of Mice and Men.