The boat had no name in the novel, only in the movie was it named "Jenny". The former name of the boat (though not in the movie) is Miss Sherri. It is partly visible in the movie; at 1:26 in this clip:
http://www.youtube.com/watch?v=VdBtgK5ND0U
The shrimp boat "Jenny" belonged to a local shrimper named Jim Stanley. The boat's real name was actually called the "Miss Sherri". In the movie, when Forrest first gets the boat and the bow of the boat cruises past your tv screen up-close, you'll notice the area where most boats are named is blank. If you pause it and frame advance through that portion, you can make out the name "Miss Sherri". Stanley sold the boat to Planet Hollywood after the movie. It was cut into 2 pieces, and used for display at these restaurants (not sure exactly which Plant Hollywoods).
http://cynophagie.blogspot.com.au/2010/10/bubbas-mothers-house-are-you-crazy-or.html#!/2010/10/bubbas-mothers-house-are-you-crazy-or.html
Jenny is the name given to a shrimping boat purchased by Forrest Gump from an old black shrimp fisherman, the first of the fleet of ships for the Bubba Gump Shrimp Company. He named it after the love of his life, Jenny Curran. Shrimping is initially hard and unproductive for Forrest, until Hurricane Carmen runs through Bayou La Batre, leaving Jenny the one surviving shrimping boat. The boom in business following the hurricane's destruction of the competition meant that Forrest's company was able to acquire more boats: he says at the bus stop in Savannah, Georgia that he has "twelve Jennys". While Forrest enters the shrimping business in the novel, and owns shrimping boats, it is only in the film that any boat is shown to be named "Jenny".
http://forrestgump.wikia.com/wiki/Jenny_%28boat%29
"So anyway, I'm putting all that on gas, ropes, and new nets and a brand-new shrimping boat.
Bubba told me everything he knew about shrimping, but you know what I found out?
Shrimping is tough.
I only caught five.
A couple more, you can have yourself a cocktail.
You ever think about naming this old boat?
It's bad luck to have a boat without a name.
I'd never named a boat before, but there was only one I could think of, the most beautiful name in the wide world.
I hadn't heard from Jenny in a long while, but I thought about her a lot.
I hoped whatever she was doing made her happy.
I thought about Jenny all the time."
http://www.script-o-rama.com/movie_scripts/f/forrest-gump-script-transcript-hanks.html