Historians don't know the exact origin of the name of the order, but the most widely accepted theory is that it derives from the greek word kuklos which means circle and the Klan was added to make it an alliteration. The original Klan (during the earlier stages of its development in Pulaski, Tennessee) was more of a ritualistic fraternity than it was a vigilante order so the alliteration and name was to sound mysterious (hence all the ridiculous titles like Grand Dragon or Exalted Cyclops)