I'm trying to change my name for chat rooms from the default Guest followed by a number.

Nothing in the settings (that I can see).
Googling returns zero answers (not that surprising cos google is crap these days).

It seems a similar set up to IRC rooms from days of old, but using those commands are long gone from memory, besides I'd assume I'd have to repeat it in every single room.

Someone help me figure out what I'm missing.

go to the options tab of the channel you want to change your name in.
press the change button