They want you to name a dog, just go ahead and name an effing dog! How hard is that? Unless they are asking you to wear a toga on day two just go ahead with what is clearly a process trying hard to please everyone and not complain about simple things?
The way I read it, HR gave a "test" where you're supposed to find employees (and their dogs) in some internal company directory, with a time limit. And stated that the "results" from this test would be shared with the participants' respective managers.
Silly games at work can be OK at times, but what is the point of this, really? I don't think it's "lame" to "complain" about; venting is good, and IMO calling out some of the bullshit with your name attached to it is gutsy, not "lame".