Finn Mac Cuill is the strangest way of spelling this name I've seen. I remember getting a book about him as a kid where the name was spelled McCool (which is close to how it's pronounced). I suppose Cumhaill would be difficult to pronounce for most non Gaelic speakers.

Legend has it that Fionn (son of Cumhaill) burst a blister on the skin of the salmon of knowledge with his thumb while it was cooking and when he wanted to know anything he simply had to suck his thumb. I presume this is the connection with knowledge, although they seem to have got their stories a bit muddled.