Rename

To rename a dataset, geography, or weights set, select it with your mouse and wait a moment. The name will become selected, and a blinking cursor will appear.  At this point, you can either replace the name or edit it using your keyboard and mouse.  When you right click on a name, and chose "rename" from the list of options, this will also work by selecting the name and showing the cursor so you can change it.

You can also rename a dataset in dataset properties, a geography in the geography properties, and a weights set in the define polygon weights or point weights dialog.