PlayerPrefs.SetString("Player Name", "Foobar");

using UnityEngine;
using System.Collections;

public class example : MonoBehaviour {
    void Example() {
        PlayerPrefs.SetString("Player Name", "Foobar");
    }
}

import UnityEngine
import System.Collections

class example(MonoBehaviour):

    def Example():
        PlayerPrefs.SetString('Player Name', 'Foobar')