Why couldn't Sif remember the name of her planet?
This is the easier question: she did. When Coulson and May go to pick her up at the police station in Portugal, they have the following exchange1:
Coulson: You have no memory of who you are?
Sif: I...I know I am from Asgard, but I do not remember my home there.
Why couldn't she remember her name?
The truncheon doesn't seem to actually remove memories, but rather blocks them from consciousness using advanced Kree technology2.
In particular, notice that Sif has an emotional reaction to the name "Thor", despite not knowing why3:
May: What about Thor?
Sif: [smiles] Um...I do not know this word, yet when you say it I want to smile.
This seems inconsistent with Sif's earlier comment (emphasis mine):
Coulson: You must remember things about your homeworld, right?
Sif: Only basic lessons a child could learn.
Presumably, in a highly-stratified culture that's had the same king for pretty much its entire history, a child would learn the name of the Crown Prince.
If Thor has been erased from Sif's memory, it's likely because of their close relationship4, which suggests that personal identity information is blocked. The designers of the truncheon may have worried that leaving personal information could lead to a recall. If so, they may have been worried about the target remembering their name for the same reason.
1 I apologize for the quality of the transcript, but it's the best I could find
2 Read: Magic
3 Thanks to Izkata for correcting me on this; I had previously said that Sif remembered Thor, which is incorrect
4 Odin, at least, was keen for them to make babies. And of course Thor is, in the words of Skye and May, "dreamy"