According to this site, Proctor and Gamble (the company behind Mr. Clean) had a contest to correct this oversite. According to them, his first name is Veritably, as in Mr. Veritably Clean.
http://www.angelfire.com/stars2/quizz2000/dec01qa.html
However, I failed to find info on this on his personal website. I guess he is embarassed about his name.

• Mr. Clean