From the layout: If you want to change the net name on the layout you can do so by right clicking on a rats nest line or trace on the net to be changed. After the right click select properties and type in the new net name in the Net Name field then select ok. This will only work if you are creating a new net. On the schematic side this will generate a global port, connected to the net, labeled with the net name you just created.
If you are trying to merge two nets together you can do so using the Add Connection/Disconnect pin tool. To merge a net select the add connection/disconnect pin tool. Next click on a pin tied to the net name A you want to keep. Now move to a pin on the net you want to merge into net A and click on the pin. You will be presented with a message asking if you want to merge the two nets. Select the yes button to complete the operation. The schematic side will then update to show a global port, connected to the merged net, labeled with the net name of the net just merged into.
From the schematic: All changes to net names are handled using ports. Placing a port on a wire assigns it to the net labeled on the port. Only one port may be connected to any group of wires. Ports on multiple schematic pages with the same assigned net name will be connected on the layout. Please review the following post for more information on working with ports.