First off, Hi!
Secondly, I like Gretzky. It's unique, it's special to you and I think it's adorable! You can buy him a little hockey jersey to wear! How cute will that be. Renaming a dog is not that hard and a young puppy is especially easy. But don't stress over it, wait until you get him home, I bet his name will come to you. And don't be surprised if it turns out to be Orr
(as in Bobby Orr of the Boston Bruins, only one of the greatest hockey players of all times
)