Renaming a window
Ctrl-b ,
where Ctrl-b is the default prefix key.
Alternatively, run:
tmux rename-window <new name>
Or type Ctrl-b : rename-window <new name>.
Renaming a pane
In newer versions you can rename pane using:
tmux select-pane -T <title>
Or type Ctrl-b : select-pane -T <pane_name>.
Also, I have set -g pane-border-status top and set -g pane-border-format " [ ###P #T ] " in .tmux.conf.