For example i heard a rumor that Africa was named after famous Roman general Scipio Africanus, can anyone verify this?
(North and South) America: A Latinized form of Amerigo (from Amerigo Vespucci).
Europe: From Europa, a notable Phoenician woman. [Edit: See this comment. Thanks /u/bettinafairchild.]
Africa: From Latin Āfrica (feminine of āfricus), from Āfri, a tribe near Carthage, plus the suffix -icus.
Asia: From Ancient Greek Ἀσία (Asía), from Mycenaean Greek a-si-wi-ya (aswiyā, Aššuwan), from either Hittite Aššuwa (northern Anatolia) or the Akkadian word for "to go out" or "to rise".
Australia: From Latin terra austrālis incōgnita ("unknown southern land"), from auster ("the south wind")
Antarctica: From New Latin Antarctica, from Ancient Greek ἀνταρκτικός (antarktikós), from ἀντ- (ant-, "against, opposed") + ἀρκτικός (arktikós, "Arctic"), from Ancient Greek ἄρκτος (árktos, "bear").
Sources were a few dictionaries.
hi! you'll find more info on the continents in the FAQ (link on sidebar):