How do I rename a file on a Mac?

Select the file and press ↩. The name becomes editable with the extension left out of the selection, so you can type a new name and press Return again. Clicking a selected file's name, slowly, does the same.

The reverse habit bites harder: pressing Return to open a file renames it instead. Opening is ⌘O or ⌘↓, or a double-click.

The other Explorer keys and their Finder versions:

Renaming many files at once: select them, right-click → Rename, and Finder offers find-and-replace, a prefix or suffix, or numbering.