“The practice of assigning names to the Holy Angels should be discouraged, except in the cases of Gabriel, Raphael and Michael whose names are contained in Holy Scripture.” (Congregation of Divine Worship and the Sacraments, The Directory of Popular Piety, n. 217, 2001)

The reasoning behind this is that a name contains a certain amount of authority over another person. If I know your name I can call you whenever I want and can feel a certain amount of authority over you. We do not have authority over our Guardian Angels. They only report to one commander: God Himself. We can ask for their assistance or help, but we should not feel like they are at our beck and call. 

The Church then discourages us from naming our Guardian Angels as we may receive a name in prayer, but it may not be divinely inspired. It could be influenced by the devil or by our own human thoughts. We have only three names of angels confirmed in Scripture and so any other name we receive is difficult to confirm as inspired by God. (Aletia)