Here's how it works in earlier versions of Trainz - TS2010 is probably the same.
Load your layout in Surveyor and view the station in question.
Bring out the Surveyor tab where stations can be placed on the layout.
In the tab, click the question mark button, then click your station. If it is possible, you will then be able to change the name. However, not all station types allow name changes.
This principle applies with quite a few other object types such as industries and notice signs.
John