Go the message and press near the top to expand the section below the names/icons for the group members so it shows the audio/FaceTime/info buttons. Press info to get to the Details screen and the group name is right at the top. If you haven't already entered a group name you'll see "Enter a Group Name" and you just need to touch there to name it.
I'm on iOS 12.4.1
You also can't leave a group chat unless everybody is using iMessage. That's because if a single person isn't on iMessage, then it works as a group SMS (usually sent of MMS), so all the nice features of iMessage are gone.So I’ve since been told that if one person in the group is some wacko who has something other than an iPhone, you can’t name it. Because it definitely isn’t letting me for this one I made today after updating. But maybe this was a thing before then too and just the vast majority of people have iPhones so I never noticed.
I really appreciate you taking the time to respond. It’s very considerate.