Actually this is Sri Caitanya Mahaprabhu's initiation of Dabira Khasa and Sakara Mallika. They approached the Lord with all humility, and the Lord accepted them as old servants, as eternal servants, and He changed their names. It is to be understood from this that it is essential for a disciple to change his name after initiation.

"After initiation, the disciple's name must be changed to indicate that he is a servant of Lord Visnu. The disciple should also immediately begin marking his body with tilaka (urdhva-pundra), especially his forehead. These are spiritual marks, symptoms of a perfect Vaisnava." This is a verse from the Padma Purana, Uttara-khanda. A member of the sahajiya-sampradaya does not change his name; therefore he cannot be accepted as a Gaudiya Vaisnava. If a person does not change his name after initiation, it is to be understood that he will continue in his bodily conception of life.