Personally I hate being called by my name I don't like my name and my childhood experiences didn't make that any better. My therapist only uses my first name when he thinks I've really gone off the deep end dissociating. He does use my full name occasionally when he's referring to issues pertaining to my parts; speaking of me as the whole person including all of my parts.

I guess it would be rather disturbing though if you feel your therapist doesn't even know your name.