After "Lena's" parents arrive after the conversation of calling her Sissy Lena says to Ray like changing a molecule or something in youre body she changed her name and no more Thelma Sneeder.
so she changed her name multiple times?
~*~*~*~*~This is your life and its ending one minute at a time~*~*~*~*~
Her real name : Thelma Sneeder.Sissy was a nickname.
When she moved to New York and decided to change her identity,she took the name of Lena Mathers.
After just re-watching this, I found myself wondering why she wrote her parents with pictures of Ray and the baby. Unless they were playing the country bumpkins and in on what she was doing, it seems odd that she would have kept in contact with them and told her at all about her life. I don't believe it was out of actually caring about her parents, she seemed to be a true spider, totally emotionless.
Also, who was "Debbie, her friend from dance class" that appeared at the hearing. We know Lena was actually screwing Larry at the Hotel Chevalier all those Wednesdays when she was supposedly at dance class.