If you google yourcarriername apn, you'll get the data for the APN settings.
The name, the first line, is only for you. You can call it My APN, AT&T or anything you want. It's so that if you're running with multiple APNs (you can only use one at a time, but you might have 2 carriers with a dual SIM phone, or you might be traveling abroad), you'll know which APN is which.
That's the only part of the APN that's your choice - the rest has to be exactly (and I mean exactly - don't add spaces between items if there are none) what your carrier uses.