A DFA recognizing my name
Write down all accepting paths, that is paths from the starting state to final states. These are all the words the given automaton can accept; if the set is the desired one, q.e.d.

This is only possible and a rigorous proof for (co-)finite languages. Once you have cycles you have to apply induction. See here for an in-depth explanation on how to do this for grammars; it's similar for automata.