Given the fact that you have RNA and ADT data (probably on the same set of cells), some colnames (which represent individual cells) would be duplicated. Normally duplicated colnames are tolerated with matrices and sparse matrices, however, Seurat apparently does not do so, below is from the
Non-unique cell or feature names are not allowed. Please make unique before calling this function.
Possible solution to your problem: Seuart has a dedicated vignette for working with multimodal data and as you would see you will need to initiate your Seurat object with one matrix per assay: RNA and ADT. All you need to do is split your matrix into RNA and ADT, create your Seurat object with RNA data and then add the ADT data with:
seurat_obj_with_rna_only[["ADT"]] <- CreateAssayObject(counts = your_adt_matrix)
For efficiency, Seurat uses sparse matrices so don't forget to convert your data matrices to sparse.