In order to change the name of a page, for example the name of the Main Page, you will first need to login as Administrator. You can do this by clicking on the Log in link at the top right corner of your page.
Then you should type in the admin username and password you set during the installation.
Now that you are logged in as administrator, you need to click on the More tab at the top of the page and choose Move from the drop down menu.
You would be redirected to a new page where you may change the title of the page by filling out the New title field.
MediaWiki allows you to choose if you want to leave a redirect from the old URL to the new one and if you want to watch both pages. When ready, just click on the Move page button.