How do I change a name of my hard drive

If you have an icon for the drive, then click/tap on the name and then you have the option to change the name. However, you can also select it and then hit return where it will make it open for a name change.

Rename files, folders, and disks on Mac - Apple Support

It might be easier to open Applications > Utilities > Disk Utility, and then on the drive/volume name you can right-click where a menu item is "Rename".

With macOS 10.15+, then using Disk Utility to rename the volume is best as it will hopefully also rename the other associated & linked volume. With macOS 10.15+, there are now two APFS volumes. One is "Macintosh HD" containing the macOS system files, while the other "Macintosh HD - Data" volume contains your home user folder(s) containing your data. Using the Finder to rename the volume usually results in one of these volumes to retain the original base name. Using Disk Utility to change one of the paired volumes' base name will sometimes result in the other linked volume to be renamed as well. If not, then make sure to rename both volume pairs within the same Container to have the same base name...just be sure to leave the " - Data" portion on the one volume since I don't know what happens if you remove the " - Data" portion of the volume name.