"Pete" was a name made up by the Twelfth Doctor for an imaginary person during the 1814 frost fair when the Doctor's companion Bill Potts worried about her actions in the past intentionally changing the future.
"Pete" was Bill's friend who stepped on a butterfly on the corner of Blackfriars Bridge and erased himself from existence, according to the Doctor's joke, and now she couldn't even remember him. (TV: Thin Ice)