You mean the host name of the phone? Depending on the version of Android, it may differ but usually Settings > About Phone > Phone Name
Keep in mind white-listing based on host name or MAC address is almost entirely useless and doesn't make your wireless network any more secure. Both are so easy to sniff and spoof, like literally, it takes less than a minute on a Windows machine.
On Windows, go to a Command prompt and enter ipconfig /all and your machine's host name is right at the top.