Hi Seb,
You're not doing anything wrong, we currently don't support renaming render passes from the editor. To support a consistent renaming behaviour in the UI there are a few tricky problems to solve regarding how to deal with renaming render passes created in upstream edit scopes and whether we also attempt to rename any downstream edits authored to the old name. On that topic, it actually may help us a little if you can describe your situation - are you trying to rename a render pass created a while ago that also has a variety of edits across one or more edit scopes, or is this more a situation of wanting to rename a freshly created render pass because the name you just entered was incorrect?
That "The selected cells cannot be edited in the current edit scope" message is a total red-herring, as it does lead you think that it might just be possible if you can only find the right edit scope... I'm currently in the process of tidying that up as part of some broader UI refactoring work that we're doing in preparation for Gaffer 1.5, so in the future you won't see that message for columns that can't be edited.
In the meantime, as the internal contents of an EditScope is designed to be user-editable, you can always go inside the edit scope the render pass was created in and rename its entry on the RenderPasses and RenderPassOptionEdits nodes.
Cheers,
Murray