Names tell us a lot about the characters in the novel because Humbert made the names up – all except Lolita's name, because as Ray explains in the Foreword, "her name is too closely interwound with the inmost fiber of the book to allow one to alter it" (Fore.2). The novel's first lines announce Humbert's affection for the way "Lolita" rolls off his tongue:
Lolita, light of my life, fire of my loins. My sin, my soul. Lo-lee-ta […] she was Dolly at school. She was Dolores on the dotted line. But in my arms she was always Lolita. (1.1.1)
Of course we know that her real name is Dolores Haze, but that doesn't really have the same effect. Well, Haze isn't even her real name, it "only rhymes with the heroine's real surname" (1.1.2). Notably, the name "Dolores" contains the Latin root "dolor," which means "intense sadness" and "Haze" means, well you probably already know, but something vague, sketchy, as in "being in a haze" – in other words: out of it. Suggestively, then, Humbert refers to Lolita as "my dolorous and hazy darling" (1.11.27).
Humbert Humbert's name suggests his own duality (see his "Character Analysis" for more detail), in which trying to be good runs up against illicit desire. At the close of the memoir, Humbert explains that he has tried hard not to hurt people (though it's not exactly clear how he does this). He adds:
And I have toyed with many pseudonyms for myself before I hit on a particularly apt one. There are in my notes "Otto Otto" and "Mesmer Mesmer" and "Lumbert Lambert," but for some reason I think my choice expresses the nastiness best. (2.36.4)
Clare Quilty's name is also notable. First, it's just an odd name for a man – feminine and unfamiliar. Also, his nickname is "Cue," which is a theatrical term (as in "That's your cue to go on stage"), but it also echoes Camp Q, where Lolita loses her virginity. In prison, Humbert enjoys playing with the name "Quine the Swine. Guilty of killing Quilty" (1.8.4).
It's hard to miss how great looking Humbert thinks he is – he regularly refers to his film-worthy handsomeness and intense virility. Just as he sees Lolita's body as an object, he objectifies himself, imagining how others must be seeing him. Humbert references his own appearance throughout the novel as the kind of masculine handsomeness of a movie star. He is at once deeply narcissistic and self-loathing, on the one hand describing himself as "lanky, big-boned, woolly-chested Humbert Humbert, with thick black eyebrows" (1.11.12) and elsewhere explaining, "I was, and still am, despite mes malheurs, an exceptionally handsome male; slow-moving, tall, with soft dark hair and a gloomy but all the more seductive cast of demeanor" (1.7.1).
Why Humbert feels it's so important to describe his looks is unclear. He yearns to be appealing to Lolita and others – and most of all to the reader, as though his looks will make us sympathize with him, make us believe that Lolita participated willingly. Among his favorite characterizations is his remarkable resemblance to a Hollywood actor, with his "clean-cut jaw, muscular hand, deep sonorous voice, [and] broad shoulder" (1.11.10).
We know Lolita's looks matter a lot. You can't go many pages without reading one of Humbert's detailed physical descriptions, and her qualification for nymphet status depends almost entirely on her appearance. But we can never really know what Lolita looks like because she is always described through Humbert's highly erotic subjective lens. When he attempts to give us any objective details about her appearance, he lapses into lust, which colors all images of her:
Only in the tritest of terms […] can I describe Lo's features: I might say her hair is auburn, and her lips as red as licked red candy, the lower one prettily plump. (1.11.13)
Not exactly an impartial collection of facts.
Words are, as Humbert says at one point, his only play things. Throughout the memoir, Humbert uses language to seduce, cajole, amuse, and persuade. He also uses it to mock and intimidate. There's no denying that he has an extraordinary vocabulary on top of being multilingual, so if you haven't gotten your dictionary out yet, you should. His account is chock full of literary allusions, puns, and double entendres. He is truly a verbal trickster using every rhetorical tool available.
As much as he uses language to paint a scene, he also uses it to obscure and deceive, banking on misinterpretation – the memoir is a defense speech, after all, meant to be presented to a judge and jury. That said, everything we know of the story – even his references to the speeches and expressions of others, comes through Humbert. He has full control of the story.
There are very few direct quotations from Lolita in the text, though he does admit that he likes her slangy language in a cutesy, condescending sort of way. Ultimately, he doesn't really care what she has to say. During the entire time they live together, Lolita's direct speech is almost completely absent. Of course, he also picks and chooses what to recall of Lolita's words. Of all the characters, Quilty is the only one who earns Humbert's admiration, as Humbert explains:
[…] the tone of his brain, had affinities with my own. He mimed and mocked me. His allusions were definitely highbrow. He was well-read. He knew French. He was versed in logodaedaly and logomancy. (2.23.5)
When Humbert comes to shoot Quilty, they engage in an extended verbal duel, which, of course, Humbert wins.