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This is the first short story where I'm using actual names for the characters. Here is a sample:

"Sorry for the question," Jun said. "But why don' you have friends?"

Ling glanced at him, then opened her Asahi cocktail.

"People are scared of me," she replied. "Others are angry."

"Because you like to beat them up?"

She shook her head without looking at him.

"Because I don't have a soul,"

Jun had been fired from his job as a photographer in a wedding firm and had been unemployed for three months. A friend, a wealthy Christian, of his offered him a job; to accompany her eighteen years old daughter in afternoons and evenings. He thought it was an unusual job for a twenty six-years old guy, but he didn't have any good reason to refuse.

Jun stared at her as if she were a ghost.

"So I guess you lost it somewhere."

Ling shook her head and replied, "I was born without one."

He stopped talking for a while and looked around. The sky was getting dark and the street lights of the park started to turn on. He noticed that there were no more people jogging around, or kids in the playground.

I'm not sure when to use the name of the characters and when to use he or she. (I'm also confused about whether omitting or not the dialogue tags).

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There's no rule; it's all by ear. Write it however it seems to work at the time, put it aside for a week and reread it, and then have a friend review it to see if it works.

The goal is that the reader should know exactly who is speaking and/or acting, and when. Do whatever you need to do to make it clear.

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    It might be worth noting that using a proper noun also tends to add personal, intentional emphasis. A pronoun has the most generic feeling while a proper noun is more forceful/personal and a common noun is intermediate. Even this weak example might hint at the effect: "[He | The janitor | Bob] swept up the shattered bottle."
    – user5232
    Commented May 13, 2014 at 20:52

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