The name is not clear, there are some legens and guess, this ones i found in wiki are ok:

The name Catalunya (Catalonia)—spelled Cathalonia, or Cathalaunia, in Mediaeval Latin—began to be used for the homeland of the Catalans (Cathalanenses) in the late 11th century and was probably used before as a territorial reference to the group of counties that comprised part of the March of Gothia and March of Hispania under the control of the Count of Barcelona and his relatives.[9] The origin of the name Catalunya is subject to diverse interpretations because of a lack of evidence.

One theory suggests that Catalunya derives from the name Gothia (or Gauthia) Launia ("Land of the Goths"), since the origins of the Catalan counts, lords and people were found in the March of Gothia, known as Gothia, whence Gothland > Gothlandia > Gothalania > Cathalaunia > Catalonia theoretically derived.[10][11] During the Middle Ages, Byzantine chroniclers claimed that Catalania derives from the local medley of Goths with Alans, initially constituting a Goth-Alania.[12]

Other less plausible or recent theories suggest:

Catalunya derives from the term "land of castles", having evolved from the term castlà or castlan, the medieval term for the ruler of a castle.[10][13] This theory therefore suggests that the names Catalunya and Castile have a common root.
The source is of Celtic origin, meaning "chiefs of battle". Although the area is not known to have been occupied by Celts, a Celtic culture was present within the interior of Iberia in pre-Roman times.[14]
The Lacetani, an Iberian tribe that lived in the area and whose name, due to the Roman influence, could have evolved by metathesis to Katelans and then Catalans.[15]
Miguel Carrasquer Vidal [1], finding serious shortcomings with earlier proposals (such as that an original -t- would have, by normal sound laws in the local Romance languages, developed into -d-), suggested an Arabic etymology: qattāl (قتالو, pl. qattālūn قتالون) – meaning "killer" – could have been applied by Muslims to groups of raiders and bandits on the southern border of the Spanish March. The name, originally derogatory, could have been reappropriated by Christians as an autonym. This is comparable to attested development of the term Almogavar in nearby areas. In this model, the country name Catalunya derives from the plural qattālūn while the adjective and language name català derives from the singular qattāl, both with the addition of common Romance suffixes.[citation needed]
In English, Catalonia is pronounced /kætəˈloʊniə/. The native name, Catalunya, is pronounced [kətəˈluɲə] in Central Catalan, the most widely spoken variety, whose pronunciation is considered standard.[16] The Spanish name is Cataluña ([kataˈluɲa]), and the Aranese name is Catalonha ([kataˈluɲɔ]).