First you can try this:
If you are using the new navigation, then go to your:
Select "Project settings" in the Lower left corner of the Project View, where:
Project-settings -> Boards -> Project configuration -> 'Iterations'
Now when you see your iterations. Right-click the Iteration To Edit.
Next way:
Boards -> Sprints -> Click Date-range
Above the Sprint name near the upper right side of the screen to edit name of current sprint.