Do you remember when Percy first arrives at Camp Half-Blood, and he tells everyone that he doesn't believe in the Greek gods? He mentions gods' names as if they were just names in a phone book. Mr. D tells him, "Young man, names are powerful things. You don't just go around using them for no reason" (5.78). After constantly being corrected and warned not to say certain gods' names out loud, Percy cries, "Look, is there anything we can say without it thundering?" (6.129).
Names seem to be almost like spells in the immortal world – when you say them aloud, it's like performing a certain kind of magic. It's as though the gods are always listening and watching, and when you say their name aloud, you get their attention. Getting their attention is not such a good thing when you are trying to hide from them. Because these gods, creatures, and monsters have been around for thousands of years, their names have thousands of years of meaning tied to them.