MonoBehaviour.OnConnectedToServer  

function OnConnectedToServer() {
    Debug.Log("Connected to server");
    // Send local player name to server ...
}

using UnityEngine;
using System.Collections;

public class example : MonoBehaviour {
    void OnConnectedToServer() {
        Debug.Log("Connected to server");
    }
}

import UnityEngine
import System.Collections

class example(MonoBehaviour):

    def OnConnectedToServer():
        Debug.Log('Connected to server')