Although you say sprite I presume you mean changing the names of the characters generally, correct?
You can change the name of any asset in the asset browser by right clicking it and selecting rename, or by pressing F2 with the asset highlighted.
In terms of changing the names as they show in game, etc. Most of that information is held in the "GameData" script. Where you will see all the data for the party members, the inventory, and every "action" you can perform in combat.
Enemies are not stored in this same way (although perhaps they should be?) but their information can currently be found in the create event for that particular enemy unit. During my refactor and for the tutorials, I will probably move this enemy data to also come from the GameData script instead.