What is the origin of the word "Keccak"?
According to J.-P. Aumasson (who's one of the authors of another SHA-3 finalist, BLAKE, and who participated in the cryptanalysis of Keccak), the name "Keccak" is a variant spelling of "Kecak", a type of Balinese dance.

So far, that's the most authoritative reference I've been able to come up with.  It should be noted that naming crypto primitives after dances is hardly a new thing; see e.g. D. J. Bernstein's "latin dances" (Salsa, Rumba and ChaCha).