If an error was made in your Page name when it was created, you have the option to edit the Page name to correct this issue. This option is only limited to Pages with less than 100 connections. After selecting to edit your Page, you can adjust this information from the "Basic Information" section. You can go to "Help Center" to get more answers if you have any other questions.
You also want to name your page so it is unique and not too general. You don't want it to end up as a community page that facebook will manage.
If you mean shortening the link to a more attractive URL then you need to first have 25 likes before you can do it. In other words if your facebook page is Dog Training, when you first create the page, you will have a very long and unattractive URL, but once you receive 25 likes, it will look like this: http://www.facebook.com/dogtraining If you just want to change your name to a different name, then you will have to create another page and copy and paste all the info over to the new page and start over with your "Likes", then you can delete the other page. Facebook doesn't allow you to change the name, it even tells you this when you are creating the page. I hope this helps