How Do I ... Change my site name in the header?

See documentation on Site Properties
As a web admin you can change the name of your site as it appears in the header
In the Site Properties configuration on the root of your site, there is a tab called "Site Configuration"
In this tab, there is a field called "Site Name". This value (or "Short Site Name" if set) will determine the name that shows up in your header.
If your site has been published, you will need to trigger a publish on this site root page.