With the recent news from Jon Favreau that season two of The Mandalorian is on schedule for an October 2020 release, in comes the news that Baby Yoda AKA- "The Child" does indeed have a name.
From Comicbook.com:
Sam Hargrave, the longtime Marvel stunt coordinator and director of Netflix's Extraction, is working as the second unit director for The Mandalorian's second season. He recently spoke to Collider about his time with the Star Wars franchise, and revealed that he's been let in on the secret of Baby Yoda's true identity.
"Yes, I know the name of The Child," Hargrave said. "I carry that secret. It's a very heavy burden."
So Baby Yoda does have a name. That doesn't exactly mean anything, but it does hint at the possibility of a bigger reveal down the line.