File names, directory names, upper/lower case
It's always good do know how to handle the operating system.
But never misuse your power of renaming files or directories created by Arduino.
When using Java the class name must match the file name.
In Arduino the file name must match the directory name.
And the matching is case-sensitive.
If you are no longer happy with the project name you once opted for you still can use the "Save as" option, but this does not delete the old one. Arduino does not offer commands to delete projects but you can do it with the help of your explorer.
Of course you can do the renaming with the explorer too. But make sure file and directory are renamed equally.