Oh boy, Walter's name. I warn you, this post is going to draw on some stuff from coming seasons. Nothing spoilery, but still.
Originally, the character had no name, was referred to only as "Technician" in the scripts and credits. However, his name said "Davis" so naturally, it was assumed his last name was Davis. There was an episode in season 1 where Hammond referred to him as "Airman" though there were many fans who thought he said "Harriman" and believed that to be his name. Eventually, in 2010 he's called Walter, making it seem at this point his name is Walter Davis.
Then in season 5 he begins wearing a flightsuit on duty with a name tag that includes first and last names, which identifies him as Norman Davis.
In season 8 the character's role expands, and they finally decide to start referring to him by name in the scripts (prior to this he was still just "Technician" in the scripts). Of course, someone realizes the problem with his name. It's already decided they'll stick with Walter for the first name, that's what was used in dialogue and therefore noticed by a larger percentage of the audience.
Unofortunately, they can't use the last name Davis, since there is or at least was at that time an actual Walter Davis serving in the US Air Force. And since he's the only Walter Davis in the Air Force there is some sort of legality that means TV shows/movies can't feature someone in the Air Force named that. If there had been two guys named Walter Davis in the USAF, they would have been allowed. Star Trek ran into a similar problem with one of the first names originally chosen for Captain Archer, they couldn't use it because there was only one person registered with that name in the US, and there needs to be either no one or a minimum of two.
So since they can't use Davis they remember back when a lot of people misheard the word Airman and thought his name was Harriman and decide they might as well go with that. And from season 8 onward the character is named Walter Harriman, and eve wears a name tag which says Harriman.