From the user manual on page 110:
Naming Your Vehicle
To further personalize your Model X, you can name it. The name you give your Model X will appear in the mobile app. To name your Model X, touch the Tesla “T” at the top center of the touchscreen, then touch Name Your Vehicle.
When you save, Name Your Vehicle is replaced by the name you provided. You can touch the name at any time to rename your Model X.