From this really cool dataisbeautiful post
Minnesota, along with Missouri and Louisiana who also appear on this list, was originally colonized by the French and was a part of a territory called New France until the Seven Years War (French Indian War).
You also see a lot of cities starting with San, the Spanish equivalent of St, in states like California and New Mexico, who were originally colonized by the Spanish who brought their Catholicism with them as the French did.