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
.
Check out the wp_cookie_constants()
and ms_cookie_constants()
functions.
But I also wonder, as @PieterGoosen, why you need to change it.