I had already created my cluster with another name before I saw the lab and the name (sandbox) to use, is there a way I can change the name of my cluster?
There would not be any issue if you have created a cluster with a different name. Please make sure that you use correct connection string when connecting to your cluster from Mongo Shell or Compass.
Sandbox is not the name of the cluster. It is a name given to categorisation of the shared replica set clusters. To read more about the clusters, you can refer to the following doc :
Please take a look at the screenshot. Here the name of my cluster is Cluster0
If you still have any doubt, please let me know.