Welcome to the forum. What you are referring to is the legend in a printed copy of the Gantt chart. The information in the legend is drawn from the Bar Styles definition. With the Gantt chart open in Project, choose Format > Bar Styles to see the list of bar styles that are defined.

If you change the name of the style, it will change the name in the legend. If you place an * before a name, the style will not appear in the legend.

I hope this helps.

Julie