Lucy's full name (Lucille Esmeralda Ricardo née McGillicuddy) is given in the Season 1 episodes "Fred and Ethel Fight" "The Marriage License," and "The Passports" in Season 5. Ricky gives his full name in the Season 4 episode "Hollywood Anniversary" as Ricardo Alberto Fernando Ricardo y de Acha, but in the Season 6 episode "Lucy Raises Tulips" Lucy calls him "Enrique Alberto Fernando Ricardo y de Acha III". Lucy and Ricky Ricardo, also known simply as Lucy and Ricky or the Ricardos, are fictional characters from the American television sitcom I Love Lucy, portrayed respectively by Lucille Ball and Desi Arnaz.

Source: Wikipedia