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I have noticed the aliases used by Harold in Person of Interest:

Harold Finch
Harold Crane ("Risk", "Triggerman", "Critical", "Til Death")
Harold Crow ("Identity Crisis")
Harold Gull ("Proteus")
Harold Martin ("No Good Deed")
Harold Quail ("All In")
Harold Starling ("Trojan Horse")
Harold Swift ("2πR")
Harold Wren ("Wolf and Cub", "Shadow Box", "Lady Killer", "The Devil's Share", "Provenance")
Norman Burdett ("Mission Creep", "Cura Te Ipsum")
Mr. Partridge ("The Fix")
Arthur Bellenger ("Ghosts")
Lucas Bennett ("Baby Blue")
Walt Trowbridge ("Judgment")
Mr. Kingfisher ("Allegiance")
Harold Martin ("Beta")
Harold Whistler ("Panopticon", "Nautilus")
Mr. Egret ("Wingman")
Harold Cardinal ("Prophets")

Similary, the aliases created for John Reese:

John Rooney ("Risk", "No Good Deed", "Firewall", "Critical", "Zero Day")
John Anderson ("Bury the Lede")
John Campbell ("The High Road")
John Hayes ("Super")
John Randall ("Masquerate")
John Warren ("Prisoner's Dilemma")
John Wiley ("One Percent", "Lady Killer", "4C")
Tony Miller ("Mission Creep")
Det. Stills ("Ghosts", "Wolf and Cub", "Many Happy Returns", "No Good Deed", "The Contingency", "Bad Code", "Endgame", "Beta")
Marshal Jennings ("Shadow Box", "Proteus")
Frank Mercer ("Most Likely To...")
Jeffery Abbot ("Death Benefit")
John Riley ("Panopticon", "Nautilus", "Wingman", "Brotherhood", "Prophets", "Pretenders")

In both cases, most of the first names are the same as the original first name while changing the last name. If we see we don't know some of the first names after removing them, we know very few aliases have a different first name. One or two are chosen from existing person's names so they had a different name.

We can assume, for some reason, most of first names used are the same. What is the reason from this? With Harold it is difficult to believe it's co-incidence as for all Harold's decisions, there is either some intellectual strategy or emotional reason. In fact if we see if someone is using his actual first name for alias, it is easier to find him.

Note that names having multiple episode names in brackets with commas, means this alias is used multiple times. And those also have the original first name.

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It should be noted that both the "base names" Harold Finch and John Reese are (IIRC), in fact, also aliases. As I recall, we never learn their original names.

There are, as I see it, two primary reasons for keeping first names the same, one in-universe and the other out-of-universe.

In-Universe

It helps keep your alias' first name straight in your mind. If someone calls to you using a different name you are unlikely to respond. It takes time to think... "Oh, wait, I'm Frank today".

Harold, of course, likes to use bird names as a last name apparently as a tribute to his father. In the last episode there is scene of Harold talking with Grace in the past about his dad, and how his father learned all about birds so he could tell his son all about them.

Of course, John and Harold are very common names..so there's that too!

Out-of-Universe

This is kind of related to the first reason, it helps the audience keep track of who is being referred to in conversations.

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