Haven't read the other responses yet, so I may be repeating here.

Nope, saying someone's name really isn't that important for the most part. Maybe if you're trying to get their attention for something, but once you're actually talking it just seems strange. I normally just do it with introductions and greetings (and that can be replaced with luv, hon, person, various insults, or just poking the person to the same effect).

Then again, I can also carry on friendly conversations with the same person for months without either of us introducing ourselves or having any idea what the other's name is.

So, yeah, it's Hollywood being unnatural to make sure the audience knows the characters' names.