"Pete" was a name made up by the Twelfth Doctor for an imaginary person during the 1814 frost fair when Bill Potts worried about her actions in the past unintentionally 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, she then couldn't even remember him. (TV: Thin Ice)