I had a family named Forrest Star, for which I built a new house. But during the time I decided to move them to their parents, and the lot was empty, free to buy.

When the young brother of Forrest graduated, I bought for him the empty house. But as his name was Star too, the name of the lot remained "Forrest Star".

How can I change it to "Bambi Star"?

If I'm understanding you correctly, you would want to Open SimPE and click on Plugins/Neighborhood Browser. Then choose your neighborhood where this lot is located and click Lot Description in FileTyples on left and then scroll down to the one you wanna change and you'll see where you can name the lot (see pic) don't forget to Commit and File/Save.

See pic here.

Another way to do this without using SimPE is to put the house in the BIN temporarily and when you place it back down you get an opportunity to name it at that point also.

Hope that helps,
Deedee