I would imagine you can change planet names, you could change the names of provinces in Europa Universalis, and individual holdings in Crusader Kings 2 (did they remove that? I seem to recall you can't do that anymore), and they've said you name your civilization at the start.
I would imagine you can also name ship classes, if they use a similar system with customization as the upcoming HoI4, and probably also the names of individual ships.