How do I change the name of the Django admin page?

You need to do

{% block branding %}
<h1 id="site-name"><a href="{% url 'admin:index' %}">Mysite</a></h1>
{% endblock %}

Better way

Simply go to urls.py of your project and add this outside urlpatterns.

admin.site.site_header = 'My Site Admin Panel'
admin.site.site_title = 'My Site Title'

make sure, below line is included at top.

from django.contrib import admin

Use this part of code in your admin.py:

from django.contrib import admin

admin.site.site_title = "<your_title>"
admin.site.site_header = "<your_header>"
admin.site.index_title = "<your_index_title>"