Formal: "Meu nome é Dante." (pronounced "May-oo noh-may eh Dahn-tay")
Informal: "O meu nome é Dante." (pronounced "Oo may-oo noh-may eh Dahn-tay")
The difference is subtle, but "O meu nome" is slightly more informal. You can use either one depending on the situation and your relationship with the person you're talking to.