I have installed sql server 2005 but it doesnt show server name during login.

where you are checking the server name?
did you install management console, most of the people forgot to select management console during the installation.

If this instance is default it name_instance is the same as the server name or rather than write the server name you write "."

When you dont have install SSMS you can connect by typing in command lines:

sqlcmd -S server_name

or

sqlcmd -S .

but if this instance is named you mast write server_name\instance_name

sqlcmd -S server_name\instance_name

My sql server is showing server name as san-pc and on click of connect, its giving 18456 error

ok