From the experts:
Most Africas today would be named for the continent, but the name actually existed in Scotland in medieval times, where there was a Celtic queen named Affrica. Africa has also been a Spanish name for girls since 1421. The church of the Virgin "Nuestra Senora de Africa" is in Ceuta, the Spanish city she is Patron of, in North Africa.
There have been several other theories as to the origin of the name. Some believe it refers to the name of the ancient Berber people who inhabited North Africa, others believe Africa means "greyish" in reference to the color of sand, and yet another theory is that it is a Phoenician word meaning "colony," as Africa was once a colony of the Roman Empire. To complicate matters further, spelled Affrica, it is also used in Spanish-speaking countries,meaning "pleasant."
Africa has been a recorded name in the U.S. since the eighteenth century.