Quite simply, you have to come up with the name of a celebrity, (or literary figure, cartoon character, etc) that would be commonly known to at least two of the participants, whose first name begins with the first letter of the previous person's last name.

An example game would run as follows;

1.John Cleese
2.Clive Anderson
3.Adam Ant
The third answer reverses the order since the first and last name begin with the same letter