If you want to change the game name that appears in the title bar, you absolutely can. it depends on the engine though, which one are you using? look for a
Script called "initGlobalOption" or "SetGlobalOption" and see if there's a spot for your game name, like this:

Or if your engine doesn't have that, maybe it's in the
world object's
Room Start event, like here:

(Note that this is the same engine as above, so it just uses global.Game_Title. You might see a string there instead that you can edit)
Hopefully that helps! If you let us know which engine you're using, I can find the exact spot that it's placed at.