Of course like always with regex the necessary complexity depends on the data you can expect / want to work with.
If the string always looks like "Hi my name is [myname].", a simple RegexMatchAt(AdvancedTextBox.Text,"Hi my name is [(.+)\]\.","i",1) or even RegexMatchAt(AdvancedTextBox.Text,"[(.+)\]\","i",1) will work.
If you expect multiple [] in the text and you want to match them all plus wanna filter out newlines, it could look like this:
https://copy.com/rITBhCmSQaOU7RCN