As an early release in Telltale Games' library, the release of BTTF on Steam is divided into five separate games, one per episode, as opposed to a single game with all episodes intact. As a result, your choice in Marty's alias is not consistent across the story, not without some modding magic (at least this game's narrative is as linear as can be!). This is how you can make Marty's alias consistent across all episodes.

Open the Registry Editor (run regedit.exe. You can find this by searching regedit under the search programs bar), then go to Computer\HKEY_CURRENT_USER\SOFTWARE\Telltale Games\BTTF. In that director there is a file named Player Alias. Change the value of this file to the name of your choice (be sure that the spelling and capitalization of the name are correct). This will make this name Marty's chosen name across all episodes, just be sure to select what you've put into the file.


If you cannot find this directory you may need to start up Episode 2 and start a new game (that is to say, start up the game and go further than the main menu).