Each session has a name that you can set or change.
Notice the  at the very left of the status bar? This is the name of the session in brackets. Here, since you just started tmux without any arguments, it was given the name 0. However, this is not a very useful name, so let's change it.
In the prompt, just run the following command:
$ tmux rename-session tutorial
This tells tmux that you want to rename the current session and tutorial is the name you'd like it to have. Of course, you can name it anything you'd like. You should see that your status bar has now been updated, so now instead of  on the left-hand side, it should now say [tutorial]. Here's a screenshot of my screen:
Of course, it's nice that the status bar now ...