Before you change your database name, be aware that doing so can cause websites to stop working correctly. In WordPress, for example, you then have to change the information about the database connection in the wp-config.php file.
In addition, the name cannot easily be changed.
You need to create a new database with the name you want.
After that, you need to export the old database, and then import it into the new database.
This FAQ article explains how to create a database.