Plan B: Corporal Punishment - S4-E2
Continuity mistake: Black Adder shoots the pigeon, and the feathers fly everywhere. One feather lands on Black Adder, just above his ear. In the next shot, the feather has moved up, on the other side of his side-part, towards the top of his head.
Answer: The closest we ever get to knowing his first name is in series 3, when he claims it's "Sod Off". Blackadder asks him in series 3 where this came from, and he replies "Well, when I was a kid, living in the gutter, I'd go up to the other kids and say 'Hello, I'm Baldrick'. And they'd say, 'Yes, we know. Sod off, Baldrick.'" The S in this series is likely a reference to that, but it's not addressed, and given this Baldrick is clearly different from the series 3 Baldrick, we can't draw a direct link.
Shay