I am not sure what is going on, but I do know you are in the wrong forum.
After you finish creating your character's appearance, you press the "R" button, and it will open a window asking you to type in your character's name. Then you can press Enter to finish. You can also click with your mouse on the screen prompt where it says what key to press, and it will do the same thing as pressing the key.
Can you enter in a name? I am asking because it sounds like perhaps there is an issue with the game not recognizing your keyboard?

Also note that if you remapped your keys in the past, the game will still show the default key bindings in all of its prompts, even though you have changed them. If you have changed the function of the "R" key to something else, it also changes the function above to that same key.