How to allow users have only alphabetical "username"?
Check out the Custom Username Validation module, it seems like it should do exactly what you like.

If not, (In Drupal 6) you can set up "Access Rules" in the administration pages.  Set up multiple access rules to deny usernames that contain undesired symbols.  Access Rules Docs. Unfortunately that would take a lot of time to deny all non-alphabetical characters.

Finally, you could also create a custom module and use hook_form_alter() (or hook_form_FORM_ID_alter()) to change the validation on the username field. Here's a related question on SO: Hook into Drupal registration and validate user info against business logic