When you go to nembex.nem.ninja you can see some node names appear in color.

Log into your NEM wallet and go to settings indicated by a gear icon on the left side of the page. Then in the section under "Auto-boot" there is a textbox "Node name". You can write something and also pick the color you want as shown in the example below. The example in the picture results in the name [c=green]jabo38[/c]. On nembex it should then look like this: jabo38

Additional Information
NEM's official colors are the following:
Yellow: #e1a92b
Green: #41ce7c
Gray: #8e8e8e

If you would like to you use them you can use the following template.
[c=#e1a92b]your[/c] [c=#41ce7c]text[/c] [c=#8e8e8e]here[/c] = your
text here