From the experts:
What is so rare as a month named June? October--and November and December--are a lot rarer. Brisk and substantial, they're so much more memorable and modern than April or May. October got its name via being the eighth month in the old Roman calendar.
October was chosen by innovative author/editor Dave Eggers and wife Vendela Vida for their daughter.
Neil Gaiman wrote a story personifying the month in his collection Fragile Things entitled October in the Chair.
Some related, more exotic variations are Octavia and Ottavia,