Here is how to proceed if you want to change the name of a page in the menu.
In fact, it is not in the menu that you can do this modification. You need to change the name of the page.
On the editor, click on the Pages tab located left. Then, click on the page to access its settings.
Once on the setting page, you can change the name of the page. Change it and save everything.
The name will then be automatically updated in the menu.