When I try to change object's name sometimes it works and sometimes it doesn't. I select object and then click "go to object" and it moves the screen as if everything is ok, but the effect title is red and it doesn't work.

Press 'Select Objects' button after you have selected the objects.

I did, I pressed 'Select objects' and 'Go to object' many times after and before I selected, still the same.

Never mind I found out how to make it work