WordPress seems to be based on a lot of stuff happening magically behind the scenes, so it can be used by people who know absolutely nothing. This is fine up until the moment you need to do something non-standard.
Very true. Unless there is some setting that prevents it (either in the general settings or the selected permalink structure or some plugin), you can usually just click to edit a page or post, then edit the title you want to change in WP and it automatically rewrites to the new name. I caught a horribly mangled spelling of a word used in a page's title (and so its URL) and just changing the spelling created the new URL and rewrote requests to the new name. (edited to fix punctuation)