1) Hover your video and head to the 3 dots to the right:

Click on Rename to enable the editing mode

2) If you are in the Edit Section of the video (by clicking on the video), you can simply hit the Name to enable the Edit mode:

3) When finishing a recording with the Chrome Extension, you can also set the name for the video:

4) Finally, the same procedure applies to a recording made through the Desktop App