When you create your session for the first time, you are asked to give your session a name under the general session info section. But if you decide you need to change it, there is always an option of going back and changing it.
To edit a session name:
In the session list, click on the 'more options' (or three dots) next to the session you want to change.
Select 'Settings'.
Edit the name of the session in the Session Setup section.
Press 'Save'.