You'd be amazed by how many people think (or thought, during the year or two when the show was somewhere near the public consciousness) Zev is named Lexx.
It doesn't help that the name was originally spelled "Xev" (pronounced the same, though), changing it to "Zev" in a case of The Nth Doctor.
Technically, the car itself doesn't have a name, but the name of the AI inside Michael Knight's black Trans Am is KITT, not "Knight Rider". The title Knight Rider doesn't refer to the car at all, but rather, to the man. Note that this is made pretty obvious in the Opening Narration. Additionally, the hero's name wasn't Knight Rider, it was Michael Long. His operative name, Michael Knight, is taken from the company that hired him, Knight Industries.
The main character of Doctor Who is "The Doctor", not "Doctor Who". There are, however, a few jokes in which the Doctor obliquely refers to himself as Doctor Who in a variety of ways. The character was usually credited as "Doctor Who" during the classic series and, briefly, at the very beginning of the reboot and was frequently referred to that way in expanded universe material. Of course, since the Doctor's true name has yet to be revealed in a canonical work, it might very well be "Who" after all.
Farscape is the name of the program that gave birth to Crichton's experimental shuttle (the FarScape One), not the living ship that becomes his home (Moya).
In one episode of Just Shoot Me!, a character is berated for thinking that Die Hard is the name of Bruce Willis's character, John McClane. A nearly identical gag was used in Brother's Keeper.
In The Simpsons, Bart makes the same exact mistake during the scene where "Die Hard" jumps barefoot through a window.
Also in the scene where "Wall Street" gets arrested.
The '80s British police drama Juliet Bravo was about a police station under the leadership of a female inspector. Many viewers thought that the lead character was named Juliet Bravo, but in fact that was her radio call sign. The first three seasons starred Stephanie Turner playing Inspector Jean Darblay; seasons 4-6 starred Anna Carteret as Inspector Kate Longton.
"SG-1" in Stargate SG-1 refers to the team, to distinguish it from other SG teams (from SG-2 to at least SG-25), and not to the Stargate (which is referred to as just that: "the Stargate").
Individual episode titles are prone to such misunderstandings as well. For example, the title of the pilot episode, "Children of the Gods", refers to the Goa'uld (that's what their name literally means in their language).
And in Stargate Atlantis, the episode title "The Defiant One" refers to John Sheppard (Wraith: "I will savor the taste of your defiance!"), not the Wraith.
In Star Trek: The Original Series, the episode title "The Galileo Seven" is often assumed to be the name of the featured shuttlecraft, when actually it refers to the seven passengers aboard the shuttle Galileo. The title is ambiguous because the shuttle's registry is NCC-1701/7.
Even worse, the German translation is "Notlandung auf Galileo VII" - "Emergency landing on Galileo VII".
By that same token, the short-lived series Odyssey 5 does not refer to a mission or a spacecraft named Odyssey 5 but to the fictional space shuttle Odyssey and the five people who end up being sent back in time to prevent Earth's destruction.
In an opposite effect, Chelsea Handler complains several times on her show that her name is not Chelsea Lately, the name of her show. She has, however, accidentally referred to herself as Chelsea Lately, which doesn't help.
The Frankenstein issue was lampshaded in Bones, when Booth calls the monster by the eponymous name and Brennan corrects him, saying it was the creator. Booth's response? "Yeah, because THAT would make sense." Also, the show itself is kind of an example—Brennan is called Bones by Booth but it's just a nickname...one she doesn't even like at first. A Season 5 episode shows that she grew not only to accept but actually like the nickname.
In the Mystery Science Theater 3000 episode "Prince of Space," Mike and the 'bots repeatedly refer to the film's villain, Phantom of Krankor, as "Krankor" (the name of his home planet). When Krankor makes a "guest appearance" in a host segment of Invasion of the Neptune Men, they initially call him by his correct name, but then switch back to Krankor. (He doesn't seem to mind.)
The protagonist of the series Kung Fu was named Kwai Chang Caine, which was both his Chinese and American family names combined. However his Chinese name was often mistaken as being Kung Fu. Even worse, however, is that "kung fu" is often mistaken solely for the name of his style of martial arts, rather than the entire philosophy by which he lived and found peace in a violent world — while likewise teaching others through example, with each episode featuring Caine resolving a conflict peacefully (by Old West standards) through the wisdom of his kung fu masters.
This confusion predates the series. Legend has it that early European explorers who first witnessed a martial arts exercise in China asked what it was called, and were told "kung ku." Kung fu loosely translates as "excellence" or "mastery," so the explorers were being told they were witnessing masters in action, not that the martial art was called kung fu.
The ship is called "Serenity". It is, however, of the Firefly class.
Somewhat averted in the movie, which is aptly titled "Serenity."
At least one person on This Very Wiki thought that "Sheppard" was Book's first name. "Shepherd" is his title as a preacher, akin to "Pastor" (which is actually the Latin word for "shepherd").
Smallville is the town in Kansas where Clark Kent grows up. Though Lois sometimes calls him Smallville.
Jon Stewart of The Daily Show is ocasionally mistakenly called "Jon Daily" and the show's title has been called "The Jon Daily Show". Naturally they've used this several times for laughs on the show itself.
Dark Angel is not a name used by its heroine, Max.
There's an in-universe (sort of) example in the Voyager episode Initiations, where a Kazon calls the Voyager crew with the monicker "Federation" in a derogatory sense, prompting the following exchange:
Kar: You won't stop me from earning my name, Federation.
Chakotay: Not Federation! Chakotay. That's my name.
She occasionally refers to herself as THE Barefoot Contessa, though, suggesting that "Barefoot Contessa" is a title rather than a name.
In Game of Thrones, the character Daenerys Targaryen is married to the khal of a Dothraki khalasar (Mongolian like nomadic horse people) giving her the title of Khaleesi. Since most characters refer to her by her title alone many people confuse the title to be her name.
Some people have referred to the lead character of Bewitched as if her name was actually Bewitched, not Samantha. "I was watching that episode where Bewitched's mother turned Darrin into a goat..."
Maddigan's Quest is not a story about a girl named Maddigan, it's about a girl called Garland Maddigan who belongs to a circus called Maddigan's Fantasia. The confusion is understandable considering Margaret Mahy's original book was called Maddigan's Fantasia (after the circus) only for the television show to go with "Quest" so as not to impinge on any Disney copyrights, making the "Maddigan" of the title sound like an individual instead of a group of people.
Stephen Yan, the host of Canadian Cooking ShowWok With Yan, often complained in the show about viewers writing in and calling him "Mr. Wok". He would then remind the viewer than his name was Yan and that the pot he cooked with was the wok
"Duck Dynasty" is not the name of the family-owned business profiled in Duck Dynasty. The business is called "Duck Commander".
The protagonists of Rake and its American remake have different names, neither of which is Rake. In the context of the title, rake is a term for an immoral man.
A mild example with Rev Bem in Andromeda. While many characters on the show refer to him as "Rev", it's not actually his name. "Rev" stands for "Reverend". His full name with title is Reverend Behemiel Far Traveller, although it's a name he gave himself, disliking his Magog birth name Red Plague. Being a Wayist monk, his title is appropriate.
For that matter, anyone starting to watch mid-series might be confused at the Rommie/Andromeda distinction. "Andromeda" is the shortened form of the ship's full name, the Andromeda Ascendant and refers to the ship's on-screen and holographic avatars. "Rommie" specifically refers to the android avatar built by Harper, who is frequently in conflict with her on-screen and holo selves. It gets more confusing once you add Doyle into the mix (an android avatar of the same ship who looks completely different).
The Sopranos revolves around two very different families—a traditional family and a crime family—but only one of them is actually "the Soprano family". The crime family at the heart of the show is "the DiMeo family", even though Tony Soprano and his uncle Corrado both serve as bosses. note It's technically an in-universe Artifact Title, since it bears the name of crime boss Ercole "Ecky" DiMeo, who went to prison years before the start of the show, and is never actually seen. Even so, Jackie Aprile serves as the acting boss for the first half of Season 1.
In Peep Show, Jeremy thinks the shark from Jaws is actually called Jaws.