|Well, there are a couple of issues...|
First, Today() isn't available in VBA. It's "equivalent" is Date.
Not Date(), but just Date
However, if you tried ActiveSheet.Name = Date, you'd get errors because Date would return something like this:
Since you can't have / in a sheet name, that would throw up an error.
You could get away with this:
ActiveSheet.Name = Month(Date) & "-" & Day(Date) & "-" & Year(Date)