Don’t slap yourself too hard.
Many people have trouble finding that system setting and relating it to the template setting. It’s been suggested that this be settable during the install or shortly after on the welcome screen.
I’ve just put a note about it in the FAQ at the site in my sig.
BTW, you can use [(site_name)] anywhere on any page where you want to use the site name. That way, if you decide to change the site name, it changes everywhere automatically.