What do the names of Immunoglobulin subtypes mean?
Ig stands for immunoglobulin. The isotype names have various origins. This paper provides an interesting story:

Black CA. 1997. A brief history of the discovery of the immunoglobulins and the origin of the modern immunoglobulin nomenclature. Immunol Cell Biol 75:65-68.

A brief summary, in order of characterization and naming:


IgG - named gamma globulin because it migrated in the gamma band of electrophoresed blood plasma (the bands were named in order of mobility: alpha, beta, etc)
IgM - named macroglobulin because it sedimented faster than IgG (ie was larger)
IgA - found in the beta and gamma bands of electrophoresed plasma and initially named β2A and γ1A, later renamed to alpha globulin
IgD - named by process of elimination: IgA was taken, murine immunoglobulins were expected to be named beta, the letter C has no Greek equivalent
IgE - named because it was most reactive with a fraction of pollen proteins (fraction E because it induced erythema)