Why is not possible to name your team? If this option don`t exist (didn`t know that) I`d like to change my user name, what should I do?

Your user name is your team name, you can create a 'text' on your logo which can resemble your team name.

If you wish to change your username, your username will have to be deleted and along with it your current team, and current trophies, points etc.
Email support if you wish to have this happen.

Regards,
Mutt.