It's all Greek-ish. Started with "ion", which is the present participle of the verb "to go" in Greek, so it means "going".. the thing that moves when you have a current.
"Electron" is a http://en.wikipedia.org/wiki/Portmanteau" [Broken]", an oil vessel)
All the other particles ending in "-on" got their names by analogy to "electron". Also "cyclotron" ("cyclo-", circular, + "electron"), and then synchrotrons and whatnot by analogy to that.
Then there's "neutrino" which Fermi distinguished from the neutron by applying the diminutive "-ino" ending from his native Italian. So "little neutron" basically.