J.R.R. Tolkien’s first given name was John.
His full name was John Ronald Reuel Tolkien. He was commonly known by his second given name, Ronald, especially among friends and family, while his published name used the initials J.R.R. The initials stand for John Ronald Reuel, not for a title or invented authorial persona.
Tolkien’s father was also named Arthur Reuel Tolkien, and the name Reuel came through the family. Tolkien’s use of initials gave his author name a distinctive formal appearance, particularly on the title pages of The Hobbit and The Lord of the Rings.
Readers sometimes assume that the first R stands for Ronald because Ronald was the name he commonly used. It does not: the first initial is J for John, the second is R for Ronald, and the third is R for Reuel.