After Sherlock's return, John asks him (or maybe just teases him) about why on earth he'd prefer to go by Sherlock rather than William, if that's his real first name. (Under the assumption that he's William Sherlock Scott Holmes himself.) Sherlock's response is "what? I never said that", and amusement, but he refuses to clarify which William he actually means, if he just thought it sounded like a nice non-teasing-worthy boy name, etc.

Turns out it's for Bill Wiggins.