How do I give a name to my pet?

https://www.seaofthieves.com/release-notes#pets-faq-pirate-emporium

I don't have a pet but according to the patch notes, it's like this:

"Name Your Pet – Once a pet has been selected in the Pet Chest, you’re free to name it however you see fit. With your pet selected, press ‘X’ (Xbox) or ‘F’ (Win10) to access the naming window – but keep it clean!"