What is a French Rolling Pin?
A French rolling pin is a real thing. It is also a very convenient thing. I find that I have much better control over my rolling using one rather than the foolish little pins with the handles that get filthy and hurt my knuckles.

As for the 'French' part of the name. I don't know, having never lived in France, whether they actually refer to that style of rolling pin as French. However, I find it extremely unlikely. Probably some English speaker coined the phrase to differentiate that style of pin as one commonly used in France. Hopefully there is a French speaker who can provide more insight. (If you didn't insult them with your question.)