I have heard that superstition as well. I bought a gelding a few years ago, and the seller heard me talking about wanting to change his barn name and she freaked out. She made me promise I wouldn't change the name. I almost had a feeling she wouldn't sell me the horse if I didn't promise not to change it (guess she really believed it was bad luck). Anyway, I've had many horses, probably changed the name of half of them, but never had any issues.
As for responding to the name, I have always found they resonded to pretty much any name once they knew me and recognized my voice.