File names for various digital cameras and RAW extensions

Two questions about recorded digital photo files:
1. Filename for photos : Canon with IMGxxx, Panasonic with Pxxx, Casio
with CIMGxxx, Sony with DSCxxx. What about others such as Pentax,
Nikon, Kodak, Olympus, Fuji, etc. ?
Could this name be changed prior to picture taken? or is this feature
built-in the camera that the photos will always have that file name,
plus the numbers that follow?
2. Why there are so many file extension for the RAW files? I heard
different extension name for different brand camera, and even
different name for same camera with different model. Example : Nikon
with .NEF extension. With this different extension name, does this
mean that the data must be read by a special softwares (as the one
that comes with the camera or special PSP or Photoshop) ? What
happens if you rename the file extension on purpose, can it be read by
PSP or photoshop? or it will become corrupt? Is there a common file
extension name, such as .RAW?
Thanks for info.