What is the Name of God? Why is Jesus called the Son of God

Why is the Word LORD Capitalized in the Old Testament of Many Bibles?
This is so because LORD in capitals originally represents the Hebrew Tetragrammaton—YHWH or JHWH. Ancient Hebrew alphabet did not have any vowels; however, YHWH is usually pronounced YAHWEH and JHWH as JEHOVAH. It represents the name of God in the Old Testament, transliterated as Yahweh in Hebrew or Jehovah in English. LORD is capitalized to distinguish it from other words, to show that the name of God is actually mentioned in the text. There are many compound versions of this name in the Old Testament, such as Jehovah-Jireh, Jehovah-Shalom, and Jehovah-Nissi. These are the names by which God identified Himself in the Old Testament.

The name of God
Did you know that the God of the Old Testament—Jehovah—had manifested Himself in flesh to be the Savior of the world? In the New Testament, He identifies Himself by the name Jesus. Many people misunderstand the scriptures and still believe the name of God is Jehovah. However, He had expressed Himself to us as Jesus, the incarnate God of the Old Testament. Therefore the name that God uses to identify Himself is Jesus, which literally means Jehovah-Savior. This means that the Jehovah or Yahweh in the Old Testament or Old Will is Jesus Christ. God has rewritten the Will and we are now in a new dispensation known as the dispensation of grace. The law was given by Moses, but grace and truth came by Jesus Christ (John 1:17). The fullness of the godhead dwells in Jesus bodily (Colossians 2:9).
Consider the following scripture:

1God, who at sundry times and in divers manners spake in time past unto the fathers by the prophets,
2Hath in these last days spoken unto us by his Son, whom he hath appointed heir of all things, by whom also he made the worlds;
3Who being the brightness of his glory, and the express image of his person, and upholding all things by the word of his power, when he had by himself purged our sins, sat down on the right hand of the Majesty on high:
4Being made so much better than the angels, as he hath by inheritance obtained a more excellent name than they"
Hebrews 1:1-4

Verse 3 tells us that Jesus is the express image of God’s person, the brightness of his glory, by whom he made the worlds. This means Jesus is the God of the Old Testament who made the worlds. Jesus is not different from God, for there is only one God. (Deuteronomy 6:5). He is God robed in flesh.

If Jesus is God, why is He called the Son of God?
Jesus himself asked this question, "David therefore calleth Him [Jesus] Lord, how is he then his son?" (Luke 20:44). Jesus had two (2) natures: humanity and divinity. He is both God and man. The title Son refers to His humanity or flesh. When the fullness of time came, God sent forth his Son (Galatians 4:4). Jesus is the only one [person or flesh] begotten of God—that’s why He is called the son of God. The Son of God is not eternal. Logically, a father and a son cannot exist at the same time at birth. A father begets a son; they cannot coexist and have the same age. To beget means to procreate, to father, to sire. The Son had a beginning, but God, acting in the role of Father, has no beginning or ending. The Sonship began when God overshadowed the Virgin Mary and formed an embryo in her womb (Luke 1:35; see also Matthew 1:21). God operated solely as Spirit in the Old Testament (Who then was the fourth man in the fire?); the Spirit of God is the same as the Holy Ghost. On special occasions, God also appeared to many people in the Old Testament as a theophany (a temporary manifestation as an angel). However, He manifested or revealed Himself as Jesus in the New Testament. There is no other God apart from Jesus. The time will come again when God will operate only as Spirit as He did in the Old Testament (See 1 Corinthians 15:28), for he manifested Himself as Son only for redemption (i.e. to redeem mankind from sin). David called Jesus Lord because of Jesus’ divinity. Before David or even Abraham existed, Jesus is the I AM (See John 8:58). In Spirit, Jesus is the Great I AM, the same Spirit that moved upon the face of the deep during creation (Genesis 1:2), the same God who appeared to Moses by the backside of the desert of Horeb as a theophany (Exodus 1:1-3). Jesus is the son of David because of Jesus’ humanity. He came through the tribe of Judah, through the lineage of David as a baby. Note that baby Jesus was formed by the Holy Ghost and not by man (Luke 1:35), so the father of Jesus is the Holy Ghost or Spirit of God. See also this article.