Go into the Reports tab, and select the Name Badges report.  Choose the format, PDF or Excel spreadsheet; the Sort/Group option, Name or Date; the Page Size, Avery 5390 or Avery 5395; and the Date Range.  Then choose from these options to display on the Name Badges:
Show event name
Show task name.  Pages are separated by task so if, for example, your tasks were booths or stations, you could send people to the task station to receive their name badge
Show participant first name. This is on by default.
Show participant last name. This is on by default
Show participant title
Show logo
Nameless badges. A badge with no name you might use for walk-ins.  Clicking on Nameless badges will deselect participant name options and prompt for the number of badges you would like printed per sheet.  Deselecting will return participant name options to default.