Netlify assigns a random name for each site you create... most of which are names you're not likely to remember to tell anyone about. To get around that, they allow you to change the site name to something more readable and one that you can remember. It can be anything you want as long as it's unique. Netlify will let you know if the name you've chosen is not unique.
Go ahead and change the site name for your site to something you can remember and then test it out!