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Dobby is a complicated character. Quote:

I’ve just got one question, Dobby,’ said Harry, as Dobby pulled on Harry’s sock with shaking hands. ‘You told me all this had nothing to do with He Who Must Not Be Named, remember? Well –’

‘It was a clue, sir,’ said Dobby, his eyes widening, as though this was obvious. ‘Dobby was giving you a clue. The Dark Lord, before he changed his name, could be freely named, you see?’

I imagine I haven't understood what he wanted to say.

If Voldemort (Tom Riddle) could be named freely, why he didn't say his former name the first time? Though, he is saying he had given him a clue? Without saying the name?

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    I don't think Harry knew the name Tom Riddle until later, while he was aware of the name Voldemort quite early on. If Dobby had mentioned the name Riddle, it probably would have meant nothing to him.
    – elemtilas
    Commented Mar 5, 2021 at 9:25
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    @elemtilas true it'd have meant nothing then. But later when Harry sees the name Riddle in the diary, he'd know that this belonged to Voldemort. Commented Mar 6, 2021 at 8:18

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Dobby may not have known that Voldemort was the same person as Tom Riddle. As Dumbledore said, very few wizards knew of this fact. Besides, Harry definitely didn't know who Tom Riddle was. Dobby probably thought that if he did mention the name, Harry wouldn't find it useful (Dobby didn't know that Harry might find the diary).

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Dobby is constrained by his position - as a house elf bound to the Malfoy family, he cannot speak ill of them, or disobey direct orders. It's not clear how much exactly of Lucius' plan Dobby knows, but he does seem to know most of it - that there is a plot to cause terrible things to happen at Hogwarts, involving Voldemort before he became he who must not be named, and using powers that neither Dumbledore nor any decent wizard would know about. (Which somewhat begs the questions, does Dobby know about Horcruxes? Or is he just referring to the Tom Memory, or the Basilisk?) It's a reasonable assumption, then, that the reason Dobby's warning is somewhat cryptic is because he cannot give a straight answer, thanks to his allegiance to the Malfoys. We know he is going to receive a severe punishment just for trying to warn Harry away from Hogwarts, when Harry isn't even really a part of the plot. For reference, Dobby's earlier warning:

'Not - not He Who Must Not Be Named, sir.'

But Dobby's eyes were wide and he seemed to be trying to give Harry a hint. Harry, however, was completely at sea.

The extra emphasis on "He Who Must Not Be Named" is Dobby's attempted clue that at that point in his life, Voldemort could be freely named.

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