The Common Name is the name or URL you wish to make your secure connections through. As you can see in the examples below, there are several different options. It's important to note that when you choose one option, others will not work.

Common Name: www.HostingAccountDomain.com
If you choose the common name www.HostingAccountDomain.com:

https://www.HostingAccountDomain.com is secure
https://HostingAccountDomain.com will cause a "Common Name Doesn't Match" browser warning

Common Name: secure.HostingAccountDomain.com
If you choose the common name secure.HostingAccountDomain.com:

https://secure.HostingAccountDomain.com is secure
https://HostingAccountDomain.com
  and
https://www.HostingAccountDomain.com will cause "Common Name Doesn't Match" browser warning

Common Name: HostingAccountDomain.com
If you choose the common name HostingAccountDomain.com:

https://HostingAccountDomain.com is secure
https://www.HostingAccountDomain.com will cause "Common Name Doesn't Match" browser warning

Common Name: *.HostingAccountDomain.com
If you choose the common name *.HostingAccountDomain.com:

https://anything.HostingAccountDomain.com is secure
https://HostingAccountDomain.com will cause "Common Name Doesn't Match" browser warning