Changing WP header title

I’m new to WP and I may have made a mistake. I auto uploaded WP to my blog domain on my server(nothing on the domain name except WP.) Lets call the domain name, my best blog. com. Everything loaded fine, but the name of the WP header is mybestblog.com This is not the name I want for the blog, as it should be My Best Blog and not mybestblog.com

How do I change the title to My best Blog.

Thanks for your help.

Z