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In Person of Interest Episode E01E05, Reese and Finch did observe judge Sam Gates at the beginning. However, the Person of Interest was his son, whose name is the same.

How could that happen? As we know, the machine only gives a social security number and they should be different even if people have the same name.

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The machine didn't get it wrong. The POI was the judge. Reese does think it was wrong at first:

Reese: Finch, what's the son's name again?
Finch: Samuel Gates Junior. Why?
Reese: I think we've been following the wrong Sam Gates.

Reese says it because the son is then kidnapped. But the machine identified Sam the father because he's the victim of a bigger conspiracy involving a crime gang and money laundering. This is also explained in the episode:

Finch: The machine identifies malice and an intent to harm. We need to determine which threat it saw, which one is real. [...] The machine did not send us the wrong number. If it says that judge Gates is in danger, then he is. [...] The kidnapping must connect. It could be the first step in a larger plot.

And he's right. The son's kidnapping is supposed to sway the judge to rig a trial, so he's a potential victim of extortion and eventually murder, as Finch states near the end:

Finch: The machine sent us his number because they were planning to kill him all along. Him and his son.

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    If they planed to kill both of them, Judge and his son, then why The Machine didn't give his son's social number as well? :) – Lettmannen Dec 29 '15 at 0:15

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