You can try to change it with

    define( 'TEST_COOKIE', 'toheloko_test_cookie' );

or

    const TEST_COOKIE = 'toheloko_test_cookie';

inside your `wp-config.php` file.

By default we have:

    define('TEST_COOKIE', 'wordpress_test_cookie');

in `/wp-includes/default-constants.php`.

But I also wonder, as @PieterGoosen, why you need to change it.