When using prompt a user can always click Cancel and no value will be returned.

To prevent empty values and make it more persistent:

<h2>Welcome <span id="name"></span>!</h2>

<script>
// Persistent Prompt modal
var userName;
while(!userName) {
  userName = prompt("Enter your name", "");
  if(!userName) {
    alert("Please, we need your name!");
  } else {
    document.getElementById("name").innerHTML = userName;
  }
}
</script>

jsFiddle demo