I don't think there is a specific time that you need to introduce the name. If it's later, that's fine. I'd caution against a bait and switch though. However, it doesn't seem like you are doing that.
When you reference someone you spend a ton of time with in real life, you often don't refer to them by name. It's only when you're talking about them to an external source that isn't familiar with them that you name them.
If "John" is your roommate, you might say "Hey John" when they come back from work, but you aren't going to do that if they've been around the whole time. So when you are watching TV on the couch and you've been hanging out for five hours, you aren't nearly as likely to say: "Hey John, pass me the remote." you'll say something like "Pass me the remote." and if that isn't noticed "Hey, pass me the remote." People won't generally address each other by name.
For your story, since Hypnos is in the main characters head, they are always with the character. Even if they converse, they aren't all that likely to use the others name. Now, if they are trying to get the others attention, that might be a situation, but if both of them are active, it's unlikely that the main character will use Hypnos name.