This section of the Revelation gives spiritual insight into aspects of the risen Christ that all who love him and who long for his appearing (2 Timothy 4:1) will be keen to grasp. Much could be said about all the points in those three verses, but the question only raises what is perceived to be a problem - given that he has a name written on him that nobody but he knows, "how can God (Jesus) have a secret identity?"
First, it is an important point that this identifying name is known to God / Jesus. Note that this secret name has been written on him. It does not say that he wrote it upon himself. He received this unique name - from God. Therefore, both God and Jesus know this name. Because God gave him this unique name, that speaks of how they uniquely relate to each other in the Godhead. It is only a secret for others who are not in the Godhead. Why should that surprise anyone? God chooses to reveal what he decides people in general, and his born-again children in particular, will be enabled to know. Indeed, the whole of the book of the Revelation is a "revealing" for the benefit of God's children, to encourage them through increasingly difficult times, "things that must shortly to come to pass (1:1).
Further, there are other places in the Bible where we are told that certain things are only known to certain individuals. In this example, it again speaks of a unique relationship between Christ (who gives the secret name) and the recipient of it, after overcoming. All believers are told in the Revelation that Christ has made this promise:
"He that hath an ear, let him hear what the Spirit saith unto the
churches: To him that overcometh will I give to eat of the hidden
manna, and will give him a white stone, and in the stone a new name
written, which no man knoweth saving he that receiveth it." (2:17
A.V.)
A Protestant explanation of this matter of a "secret name", known only to the returning Christ, is in this book, which I now quote from. Jude vss. 14 & 15 have been quoted, to link in with these three verses in Revelation 19:11-16, showing this refers to the Last Days drawing the age to a close. Verse 11 is shown to be the conclusion of the ride on the white horse first begun in ch.6 v.2. The rider will rein that symbolic white horse in, turn it around, and rend the heavens to come down. Sticking only to details about this rider's names, (plural) here is the offered explanation :
"And on his head were many crowns' (vs.12). The crown upon his head in
Revelation 6:2 was stephanos. Here the many crowns are diadamata.
The latter indicates the band worn by the victor. Crowned as a king
over and over to perfection, his victories are manifold, each one
being unique. He is the King of the Jews; the King of Israel - not to
say of Jacob, Isaiah 41:21 - thirdly he is the King of Salem, that is,
of peace; fourthly, he is the King of righteousness; fifthly, the King
of saints; sixthly, the King of kings; and, to bring all to
perfection, he is the King of eternity. Thus he is crowned with many
crowns.
...Now observe the names by which he is called. Here is a threefold
testimony.. He is called Faithful and True (vs.11), precisely because
the heavens are rent, and his appearance is made manifest from the
glory. ...the word-for-word utterances [from Matthew to Revelation]
actually passed from his lips. ...Each syllable is faithful and true,
because that is the character of the speaker: he is called in
himself what is absolutely certain of him: He is Faithful and
True...
Next, 'His name is called The Word of God', ch.19 vs.13. This name
likewise goes back to beginnings, and more also. It is a name which
evokes the divine name... The Word of God is a name greater than the
things which he has spoken... But a person is more than his speech,
though that speech has all the character, reflects the complete
nature, and circumscribes the entire personality of him who spake
it. (John 1:1-4)...
Thirdly, to complete the threefold witness, 'He hath on his vesture
and on his thigh a name written, King of kings, and Lord of lords
ch.19 v.16. ... 'until the appearing of our Lord Jesus Christ: which
in his times he shall show who is the blessed and only Potentate, the
King of kings, and Lord of lords...' 1 Timothy 6:14-16. He shall
show this in his times? When shall these times be? When in the vision,
'Heaven opened, and behold a white horse; and he that sat upon him was
called Faithful and True.' Those times...
Three names: Faithful and True; The Word of God; King of kings and
Lord of lords. Yet there remains a name. But it is an unspeakable
name. 'Tell me, I pray thee, thy name. And he said, Wherefore is it
that thou dost ask after my name?' Genesis 32:29. 'Why askest thou
after my name, seeing it is secret?' Judges 13:18. 'And he had a
name written, that no man knew, but he himself', Revelation 19:12.
And who am I, that I should take it upon myself to explain the
inexplicable? As well might one vainly suppose to approach the light
unapproachable, or to behold him whom no man hath seen nor can see; or
else to grasp the ends of infinity, or to compass the reaches of
eternity. But these are things above heaven and beyond earth, things
pertaining to absolute deity." The Revelation of Jesus Christ, John
Metcalfe, pp. 521, 523-528 [Emphases
mine]
http://www.johnmetcalfepublishingtrust.co.uk/contact_us.htm
The name Christ has written on him, which no man knows bar himself, is tied up with the three names given in the surrounding verses. Understand those and then it can be seen that this supremely personal name is about his relationship within the Godhead and will contain all Christ's character, reflecting his complete nature, and Christ's entire, unique personality.