Alpha is the first letter of the Greek alphabet, corresponding to the English letter "A."
"An Ordinary Evening in New Haven"Edit
In "An Ordinary Evening in New Haven," Stevens equates reality with Alpha, signifying that reality is the beginning of things and not an end in itself, as Alpha is the first letter:
Reality is the beginning not the end,
Naked Alpha, not the hierophant Omega,
Of dense investiture, with luminous vassals.
It is the infant A standing on infant legs,
Not twisted, stooping, polymathic Z,
He that kneels always on the edge of space 
In this poem, Stevens finds beauty and room for imagination in the mundane space of an "ordinary evening," and in so doing asserts that reality is "infant A" or the infant Alpha, only the rather fragile beginning of human experience.