Sherlockdidn't know Greg's name i S2E2 (The Hound of Baskerville), and he couldn't remember it in The Empty Hearse. I think it's more a humour thing than anything else. Perhaps it also shows how Sherlock doesn't care that much about him, he can't even remember Lestrade's name.

It had been two years...

Moriarty wouldn't have his snipers aim at Lestrade if Sherlock didn't care about him. Maybe it's just for humour.

I've been pronouncing 'Lestrade' as 'Les-tr/aid/' for years before I watched Sherlock. I've been doing it wrong all this time.

Perhaps it's used to show how he doesn't care enough to remember his first name (while he still does care about him, he just counts it as pointless knowlege since he has always called him Lestrade). He still cares about Lestrade, and that is obvious, but he just doesn't think he should start calling him Greg when he has called him Lestrade far longer. 

I think it's because he always knew him as simply "Lestrade".  When they were introduced, I'm sure it was as 'Detective Inspector Lestrade', and Sherlock filed that away as his name, never thinking to question if he had another one - that would have been considered extraneous data.

In Baskerville, he honestly seems surprised that Lestrade had any other name, as he always just thought of him as Lestrade.

He does now know that it's a name that begins with a G, even if he has difficulty remembering what that is, as he randomly calls him almost every other name that starts with that letter - and before you cite 'Jeff' as an exception, remember some spell it 'Geoff', especially in Britain.

I also think the fact that he can't remember it is supposed to be humorous since in the books, we are never told exactly what his first name is - only that his first initial is G.

Maybe it's because Sherlock's a little shit who likes to annoy people. 

I'm pretty sure it was just for humour and doesn't really have a proper meaning.

It's because in the books they never said Lestrade's real first name, only the first initial (G). It's a reference to that

Sherlock did care for Lestrade, bt because of the initial D.I and G, I see that Sherlock must be confused, so maybe this is the reason. Or maybe Sherlock didn't care about Greg Lestrade. I am really not sure about anything.

I just think they combined Lestrade and Gregson to have one main character less and because the two had basically the same purpose in the books.