Whether you want to change the name because you put in the wrong one during the install of OS X or you want it to stand out in your local network, OS X allows you to change it whenever needed.
Follow these steps:
Name your Mac whatever you want, but you’ll want to keep it distinguishable from other Mac’s on your network. You also might want to consider how it will look with the default settings in the OS X command line, this image shows what the modified computer name looks like in the Terminal: