If you've ever wondered where Ikea names come from this article at A Hundred Monkeys solves the mystery (and it's a good one). While if you ever wondered where the name IKEA comes from, you simply go to IKEA's About Us webpage to find out:
The name IKEA was formed from Ingvar Kamprad's [the founder] initials (I.K.) plus the first letters of Elmtaryd and Agunnaryd, the farm and village where he grew up.
So now we can do it ourselves (more fitting than finding your porn star name, don't you think?). Unfortunately, not being Swedish, we'd be MGMNY (Maxwell - M, Gillingham-Ryan - G, Manhattan - M, New York - NY), which wouldn't sell anything to anyone.