Took a few hours of Googling to find this so I wanted to post this solution. I had an app that when importing my PFX file insisted I list the alias name which I did not have. To get that you need to use keytool which is installed with the Java SDK.
Prereq: Install Java
1. Open command prompt and go to the keytool.exe location. Default is "C:\Program Files (x86)\Java\jre(javaversion)\bin"
2. Run the following command:
keytool -v -list -storetype pkcs12 -keystore FILE_PFX
3. Enter the password
4. At the top you'll see "Alias name:"
Easy once you know the tool and command