It's actually NOT grammatical -- to the best of my knowledge -- to use "the" in the case of a pronoun. But even if it is actually grammatical, it is a very unusual construction, intended to give emphasis. In both cases.
The use of "the" in the case of a proper name is to indicate that one is speaking of the well-known person by that name, as opposed to another person who is named similarly, but who is not the famous one.
If my name were Bill Maher (and thank goodness it is not), and someone was introduced to me, they might ask (if they didn't know what the famous Bill Maher looked like):
"Are you THE Bill Maher?"
In almost all cases with using "the" with a proper name, it is pronounced "thee" as opposed to "thuh", and with some emphasis.
Since I speak German, I happen to know that in casual conversation it is fairly common for someone to speak of another by name using the definite article. A friend of a man named Otto might speak of him to another friend as "der Otto". This is normally not done in English, however, except in the case I mentioned.