Naming devices on home network

I am hoping this is a safe place to post my stupid questions. Where do I go about naming the various devices on my home network so that the name and not simply the IP address will show up on something like ZenMAP or pfSense. Should I be altering the host file on each of the individual machines or can I do something within pfSense. It seems silly that everytime I access one of my machines, e.g. pfsense, FreeNAS or some of my VM’s I use the IP address. I apologize for the simple question. I am an autodidact and consequently am missing some of the basics but have still be able to create a pretty complicated little homelab type network.

What you need is a DNS Server, pfSense can do this for you. Just go to Services > DNS Resolver, select the interfaces you want it to run on, set it as transparent and add rules for each machine under host overrides.