Obvious spoilers follow for Star Wars: The Force Awakens.
I'm not sure if they mentioned it in the movie (still gotta see it again), but the Star Wars: The Force Awakens: The Visual Dictionary reveals the name of the planet Luke Skywalker is on at the end of the movie when Rey finds him. The planet name is also confirmed by the Lucasfilm exec in charge of cannon, Pablo Hidalgo.
So if you can see the WGA script, yes, the name of the planet from the end of the movie is there.— Pablo Hidalgo (@pablohidalgo) January 1, 2016
So what's the name of Luke's planet?
The Star Wars wiki offers the following:
Ahch-To was an aquatic planet which served, three decades after the Galactic Civil War, as the home to Jedi Master Luke Skywalker, who went into exile seeking the first Jedi Temple after his new generation of Jedi were killed by the Knights of Ren. Ahch-To had numerous islands, which Skywalker sought out during his exile. After the Resistance pieced together two map fragments to reveal Skywalker's location, Rey traveled to Ahch-To in the Millennium Falcon accompanied by R2-D2 and Chewbacca, in search of him.