In order to answer to your question I went to the Internet and I looked for the history of the planets’ names. There are several places where you can find this information, however I recommend the following :

There it says that the planets’ names are derived from Roman and Greek mythology, except for the name Earth which is Germanic and Old English in origin. The planets Mercury, Venus, Mars, Jupiter, and Saturn where called different names by different cultures; the Romans named these planets according to their movements and appearance. Mercury was named for the winged Roman god of travel because it appears to move so swiftly. Venus was named after the Roman goddess of beauty. Mars was named after the god of war. Jupiter was named Zeus by the Greeks and Jupiter by the Romans; Jupiter is the largest planet on our solar system, and it is also the most important deity in Greek and Roman cultures. Uranus was named from the mythological name of the Greek god of the sky, it was discovered by Willian Herschel, who wanted to name it “Georgium Sidus” after King George III. Neptune was named for the Roman god of the sea. Saturn was the Roman name for the Greek Cronos, god of farming and the father of Zeus/Jupiter.

And finally Pluto, which is not considered a planet anymore, was named for the Roman god of the underworld, possibly because it's appropriate for the most distant world to be named after the god of the underworld.