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.
Press 'Save'.