Planets don't have names for one of two reasons. There are more systems than names in systemnames.txt of the data directory or the option for display planet names is off in empire options.
Sounds like you've got the name display option saved with your race...
1) Click Empire Status (F11 / Crown button)
2) On the top right, click "empire options"
3) Scroll down to system display, and make sure there is a green dot beside "Show Planet Names"