To reproduce:
1) Create a new project
2) Import at least two textures and make them Sprites (note: if you try importing one with "*" in name, it will automatically be renamed)
3) Rename one of the Sprites to have a * character in it (one way is to open Files and renaming it there)
4) Open Tile Palette window and "Create New Palette"
5) Drag in only the Sprite with * in its name
6) Try to name the new asset with *

Expected: You get the error saying that special characters are not allowed. No freeze will happen if you will drag multiple Sprites in and name the asset with *, but no file dragged had one

7) Drag in multiple Sprites, one of them having * in the name
8) Name the new asset with *

Actual: Freeze, can only kill the editor

Reproduced in Unity 2017.4.2f2, 2018.2.16f1, 2018.3.0b11, 2019.1.0a10