Renaming a downloaded pdf file I am using a Nexus 9, (Android lollipop) and I can't figure out how to rename these files. Is there any way to do it without any third party application?

If there isn't, please suggest the best possible way in which I could do this!
Its best you get a file manager app from Play Store. I will suggest ES File Explorer.
Once you have installed it, open the app and go to the Download folder. You will see your downloaded files there. Just long press the file you wish to rename and the Rename option will appear at the bottom.