U.S. President Franklin Roosevelt first suggested using the name United Nations, to refer to the Allies of World War II, to British Prime Minister Winston Churchill during the latter's three-week visit to the White House in December 1941. Roosevelt suggested the name as an alternative to "Associated Powers", a term the U.S. used in the First World War (the U.S. was never formally a member of the Allies of World War I but entered the war in 1917 as a self-styled "Associated Power"). Churchill accepted the idea and cited Lord Byron's use of the phrase "United Nations" in the poem Childe Harold's Pilgrimage, which referred to the Allies at the Battle of Waterloo in 1815.

Source: WIKIPEDIA