Windows Messenger Logon Display Name Message
Since a recent Microsoft change made the Messenger service, a message may pop up after each logon requesing a Display Name. This affects at least version 4.7 of Windows Messenger. How annoying. Here's how to fix it.
Simply log on to Windows Live with the same logon details as your Messenger logon. Then edit your profile, and ensure you have a first and last name entered. (Or at least make them up). If you already have, change them to something else, Save, then change them back and Save again.
Hopefully that will fix the problem for you.