Feature creation, or manual classification of data is a key step in modeling data.
Currently under Rows>Row Selection>Name Selection in Column (three click down) there is a very nice feature for doing this.

However, this is difficult to discover and it has a high level of utility. Often when I show this to long time JMP users they are amazed that the feature exists.
Although there is a firm desire to limit the number of options in right click menus, it would be pretty fantastic if there was a "name" option in the right click row menu.

Maybe right after the "Label" option?