The name "Lolita" is everything, as Humbert indicates in the book's opening lines. It's poetry, a religious incantation, and an erotic gratification. Importantly, we know from the novel's Foreword that Lolita's name is the only one that has not been changed, which is interesting because she is really the only "innocent" to protect, as they say. But since the sound of her name – and Humbert's affection for the way it rolls off his tongue ("Lo-lee-ta") – is so integral to the attraction, the name goes unchanged. As Ray explains, "her name is too closely interwound with the inmost fiber of the book to allow one to alter it" (Fore.2). The novel would be quite different if it were titled Dolores Haze, which is Lolita's real name.
As the Foreword indicates, Humbert's manuscript originally had the title, Lolita, or the Confessions of a White Widowed Male. The book's title may be Lolita, but it really should be Humbert's Lolita, because we never get a chance to hear from her at all. On that note, some critics differentiate "Dolores" (a character we never actually meet) from "Lolita," who is a projection of Humbert's fantasy. (For more discussion of names, see "Character Clues.")