If you haven't "named" the feature, then its name does not exist. I know it shows up in model tree such as "Extrude 1", "Extrude 3", "Datum Point id 1361" or whatever. These are auto-generated based on feature type / ID; note that these types of strings can't be used as valid names - they're not all caps and they contain spaces.
And you'll see that the "Feature Name" field is missing until you manually rename the feature (have a look at the feature info page before/after "naming" your feature).
Also, the way to find these "unnamed features" is to search for Feature by Feature where Name is not equal to *