You have to change your Style Guide name, ok now it's so easy within a few clicks.
Login to Frontify
Click on the Brand to get to your Style Guide
Click on the gear icon
Change the Style Guide name
From the Dashboard click on the Brand to reach the Style Guide:

Click the gear icon and change the name of your Style Guide

Important: you have to be the owner or editor of the Style Guide or an account admin to be able to change its name or background image. Otherwise the gear icon does not show.