Titling your website and your zazzle store as a website are very important...search engines need to know what your page is about and this is the first step in doing that.
By default zazzle will make your shop name the same as your shopid, withoutspaces or with _ underscores in it. you should fix this as soon as you open your shop.
It is fixed in the store settings page at the top, you can rename it similar to the URL just adding the appropriate spaces, or you can choose to name it something completely different. Personally i prefer to keep them similar, I think it will be easier for my shoppers to find it this way.
Below is a short video with a quick highlight over where to change your shop title.