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Someone, at some point, decided it would be clever to write a story without ever actually giving his main character a name. I don't know when it first happened. It may very well have been centuries ago.
At any rate, it's been done.
Too many times.
Writing fiction is all about decisions--choosing the first word, where to start the story, who to populate the story with, POV, tense, on and on.
A skilled writer will consciously make every one of those decisions with a specific purpose in mind. Therefore, a skilled writer will have done his homework, he'll have made writing a focus of study and practice, he will intimately understand the mechanics of writing so that he knows WHY he makes the decisions he does.
A skilled writer, for example, carefully chooses not only the point of view through which he will tell the story, but which character's point of view will work most effectively to tell the story.
A skilled writer will also carefully construct a character, will choose a name that fits the character and the story's setting and plot, and will use that named character to engage the reader in the story. That's what characters do.
Because we are human, we tend to like to be around other humans, but we tend to like to be around other humans we are familiar with.
Imagine you're going to a party tonight. You don't know anyone there, and you're not going with anyone you know. You're just going to this party alone.
Are you going to have a good time? Odds aren't good you will.
Are you going to waltz right in and strike up a delightful and witty conversation with the first person you see? Probably not. If you are brave enough to strike up a conversation with a perfect stranger, you're most likely to look around the room a bit to find someone you think might have something in common with, or someone you think might be interesting to talk to. Still, what's the first thing you're going to do when you approach this person? You're going to say, "Hi. My name is So-and-so." And the person you're talking to will say "I'm Such-and-such." And you'll spend the next ten or fifteen minutes in small talk, looking for clues as to that person's character, seeking commonalities or topics that interest you both.
So is the opening of a story.
When a reader begins your story, he's walking into a party where he knows no one.
Are you going to leave him alone and lonely? Or are you going to give him a person of interest to which he can relate? At the very least a person whose name he knows?
A point of view character has a vitally important job to do in any story. That job is to take your reader's hand and walk him through the events of the story. A virtual trail buddy.
Some writers use more than one POV character. That's fine as long as the reader is introduced to each new trail buddy and clearly understands when he is being passed off to someone new.
For flash fiction, it's rare to change trail buddies. And for new writers it's advised that you intentionally stick with one POV character for the duration of the story. If nothing else, it's a good exercise in writing in POV.
As an editor, I see FAR too many stories that begin with an unnamed 'he' or 'she.' Sometimes the character is eventually named, sometimes not at all. Either way, it rarely works. VERY rarely works. I would MUCH rather see a story begin, FIRST WORD, first sentence, first paragraph at the least, with the main and/or POV character's name.