It had a name, and that name was "Cadabra".
It didn't become Amazon until Jeff watched a documentary about the Amazon River. His lawyer had already turned up his nose at "Cadabra", and Jeff was looking for something else.
It's also worth noting that the idea didn't grow over time - Jeff always intended to build something like "Sears for the 21st century". The bookstore was just the way in, not the long term plan.
ps. amazon employee #2