I placed an object but when you aim at it it displays the name it originally had but I want to give it a new name but where would I change its name?

Find out it's ODF name and look it up in the editlocalize tool.

Try this in ZE
In the object mode, select the object or your desire then look at the left side of the screen you'll see ODF file underneath that is Name then Label. Try entering something in the Label area and see if that carries over to the game. If that doesn't work try changing the name. I haven't tried this so I am not sure if it will work but it's worth a try.

Edit: nope tried it didn't do anything,