This is not important at all to The Waste Land but may be amusing to some. Eliot's note refers us to Shakespeare's The Tempest. Ferdinand is in a shipwreck and believes his father, Alfonso, King of Naples is dead.
The Marie of the poem's line 15 had five royal aunts. Her aunt Marie-Sophie married the King of Naples. The nation he ruled was known of the Kingdom of the Two Sicilies. The King and Queen were deposed the following year as part of Garibaldi's war for Italian unification.
Members of Bavaria's Wittelsbach royal family show up here and there in The Waste Land, either mentioned outright or as possible allusions. See these Miscellanea pages (ordered as they appear):
For much more information on Marie, her aunt, the Empress, her aunt, the Queen, her archduke cousins, her cousin King Ludwig and other royal and imperial family members visit this webpage elsewhere on this website: http://world.std.com/~raparker/exploring/thewasteland/exmarie.html