Investigators yesterday arrested a second person as a material witness in the attacks on the World Trade Center and the Pentagon. As the investigation gathered strength yesterday, unusual leads began to surface, among them the possibility that some of the hijackers may have received training at Pensacola Naval Air Station in Florida or other U.S. military facilities. Two of 19 suspects named by the FBI, Saeed Alghamdi and Ahmed Alghamdi, have the same names as men listed at a housing facility for foreign military trainees at Pensacola. Two others, Hamza Alghamdi and Ahmed Alnami, have names similar to individuals listed in public records as using the same address inside the base. In addition, a man named Saeed Alghamdi graduated from the Defense Language Institute at Lackland Air Force Base in San Antonio, while men with the same names as two other hijackers, Mohamed Atta and Abdulaziz Alomari, appear as graduates of the U.S. International Officers School at Maxwell Air Force Base, Ala., and the Aerospace Medical School at Brooks Air Force Base in San Antonio, respectively.