To change the label on a state, double click on the state. Type the new name of the state, and press Enter when done. While typing, you can press Esc to undo the edit.

You can label a state with any name you want. Note that state names do not have to be unique although it is recommended that you make them so. Otherwise it could be confusing to pick the correct one when defining the target for a transition from the list of available states.