This video goes through how to create a page. When you create a new page a container is automatically created. It is inside the container that you add your sections that you want to appear.
Content container names are set when the page is first created and are for your own reference inside the admin. If you rename a page, the container name won't update automatically - but everything will still work perfectly. You can manually rename the container in the Content Containers section if you'd like it to match.
If you change the URL (slug) of a page, the old URL will no longer work. Anyone who has bookmarked it or linked to it externally will get a page not found error. If it's an important page, make a note of the old URL before changing it — and if you've shared it anywhere (social media, email campaigns, other websites), you'll need to update those links manually.
You can also use redirect - just put in the old url and the new one - anyone clicking on the old link will automatically be taken to the new one.