How did Sherlock Holmes come to know the visitor's name?

Holmes came to know the visitor's name because it was written on the inside of his hat.

“My dear Mr. Grant Munro—” began Holmes.

Our visitor sprang from his chair. “What!” he cried, “you know my name?”

“If you wish to preserve your incognito,” said Holmes, smiling, “I would suggest that you cease to write your name upon the lining of your hat, or else that you turn the crown towards the person whom you are addressing.