I created a page and decided to change its title.
Then the diplayed name changed on the blog but the url remained with the first name given.
Should I create a new page with directly with right name?
Is it because of potential links that the url can not change?
I think you can change the page name. Ok go to your dashboard, choose MANAGE -> PAGES -> choose the page/or page title you want to edit* and once you’re there, on the rigth you see dropdown menus, choose “Page slug” and change the link name you want then save.
IMO, when you create a new page, a page slug is defined automatically from your page title.