There were a number of interesting answers to this very question last month. The long and the short of it is that linguists and historians just are not certain as to the origins of the word.

The region which became known as Prussia has it's name from the German order (Teutonic order) crusades in the baltic. The region was known to the locals as Pruthenia. But the order ran a harsh convertion policy which eradicated most of the native language and culture. The germanized name was Prußen. After the Kingdom of Poland annexed the territory in 1525 the Grandmeister took the title of Duke of Prussia. He was from the house of Hohenzollern who also was rulers of the electorate of Brandenburg. The Hohenzollern rule of both Brandenburg and Prussia is why Frederik the Great could justify his wars on Poland and the later Partitions of Poland. The establishment of the Kingdom of Prussia later created the German Empire.