Most of the time your default header should be your church name, or if using Subaccounts it may be your department name (ie. Anchored Youth). You can change your default message header from your Settings > General. And you can also change your header per message which can be helpful if you're using one account for multiple ministries.
To change your message header just click Change Header when creating a new message.
If creating a Workflow to send a series of automated messages, you can change your message header at the very bottom of your Workflow under Additional Options.