So, mongodb only uses a single index per query. In the case of your first where you sorted on just Created, it chose the Created index and was easily able to grab the first one. In the case of your second query, it most likely chose the Created index. After it had the Created index, it still had to sort all the results from the Created index in memory by their Name.
To fix this, you should create an compound index on Created and Name (order is important). By doing that, both your queries can get answered by a single index. (However, if you do a query on just Name, then the compound index would not get used. You'd need to create a new one that starts with Name.)