Titles can be tricky business for a writer. Even the best of them struggle with it, and Hardy admits that he went back and forth before settling on Jude the Obscure:
And in the difficulty of coming to an early decision in the matter of a title, the tale was issued under a provisional name, two such titles having, in fact, been successively adopted. The present and final title, deemed on the whole the best, was one of the earliest thought of (Hardy, "Prefatory Notes" to the First Edition).
Regardless of alternate titles, Jude the Obscure fits the work perfectly. It is about a man who, as Alexander Fischler says, is searching for the light. Jude is trying to find his way out of obscurity. However, it never happens. As Jude says:
'There is this advantage in being poor obscure people like us—that these things are done for us in a rough and ready fashion' (5.1.19).
In this passage, Jude is talking to Sue about their mutual divorces. But he also echoes the title, naming himself one of the "poor obscure people." Hardy is reminding us that Jude the Obscure isn't a novel about a great man—even though that's what Jude dreams of being for much of the first half of the book. It's about a man who, in spite of his talents and ambitions, remains obscure.
So, was Jude's decision to seek greatness in Christminster the wrong one? Does Hardy suggest that we should just take what we are given and live with it, that we should just be obscure if that is what we were born to be? Not really. Hardy uses Jude's story to demonstrate how good men and women can be crushed by excessively repressive or moralistic societies. It's not Jude and Sue that need to change; it's the people around them that need to make room for new ideas.