Continuity mistake: At the beginning of the show, when Jerry is having a massage, his hands are in front of him, under his chin. The position of his fingers change considerably after The Masseuse says, "I don't know" but then return to the original position in the next shot.
Continuity mistake: While Jerry is having his massage, The Masseuse walks around the table to reach his right side and we can then see two items of clothing, one blue and one grey, hanging on the clothes stand behind them. During the rest of the scene, we only ever see the grey item hanging there.
Answer: The name is Delores. He shouts that name at the end of the episode. Then in a later episode, "The Foundation", he runs into her. And he repeatedly calls her Delores.