No problem - yes indeed, supplying your own text following X- is exactly it. I would stick to just a couple of words that fit whatever naming conventions your organisation has.
In terms of the key value: letters, numbers, dashes and spaces are all valid. I wouldn’t go outside of that character set as the HTTP specification has some restrictions.
Thus an example can become:
Authorisation header name: X-demo-header
Authorisation Key: M1X OF NUMBERS 234 AND - DASH - SPACES