California, Wyoming, Texas, Tennessee, Wisconsin, etc...surely all names must have an interesting story of origin?
The names of the states come from many places. One source of many state names was native tribes and words. For example, the Dakotas and Missouri are named after natives local to the area while Michigan and Kentucky come from native names of places. Some states were given names derived from peoples names such as Georgia or Washington. Some, such as Alaska or California, retained the names given by their former owner after being incorporated into the US. Some were named after other locations like New Jersey and New Hampshire. Overall, there is plenty of variety in how the states got their names.