That's what you want: Unique values—ArcGIS Pro | ArcGIS Desktop
Modify unique value symbology
You make most changes to unique value symbology from the Label view . You can modify unique value symbology as follows:
- To edit symbols, click a symbol in the Symbol column of the table to open the Format Symbol pane to modify the symbol or choose a different symbol.
- To edit the symbol class label, click the label in the Label column and type a new label.
- To change the order of the symbol classes, drag a symbol class row to a new position in the table or click Move selected value(s) up or Move selected value(s) down. To sort values, right-click the Value or Label heading and click Sort Ascending or Sort Descending. The symbol class order is reflected in the Contents pane and also in legends on layouts.
What is the field you chose to use for the legend? The values from the field should appear beside the color and as Abdullah says, then you can modify some of them manually. If they all need to be changed, then you chose the wrong field or you should produce a new field with modified values to use (perhaps a field calculator expression to fix text case for instance)