How to name or rename a script from the editor
When you are in the script editor, the navigation bar in the top row shows the name of your script and where it lives.
Click on the script title to rename the script.
In this example, the script is called Astra's Starlit Void #302
When you click on it, it becomes an editable field.
Type your title and hit Enter. Your script has a new title!
Note that new scripts are given a title of Untitled by default.
How to rename a script from the Folder Browser
When you are looking at a script in the Folder Browser, hover your mouse over the script and click on the ... menu that appears on the right slide. Select Rename from the dropdown menu.
Type the new document name and hit Enter to submit (or Esc to cancel).