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when i call to my xperia appears the number and not the name with he is listed
Try clearing data: Settings-Apps--All apps--Contacts--Clear data. Reboot and see if the problem persists.
Is the number you are calling to the phone with attached to a contact in the phone?
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yes like Sam asked the number has to be in your contact list that you then name it so next time that number calls you it will show the name instead 
As an addition to the above information, if the calls you and they do not show in your contacts list, once the call is complete press and hold on the number in the call log and choose "add to contacts". This will ensure that the number is added in the correct format to the contacts list to prevent this from happening again.
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