aaargggggggghhhhhhhhhhhhhhhhhhhhhh....in the very first chapter of the first Winnie the Pooh story we get the explanation of his name.
AA Milne asks Christopher Robin what he has called the bear that has become his faithful friend. Christopher Robin says he is called 'Winnie.'
His father says that sounds like a girls name, and he thought the bear was a boy.
To which Christopher Robin replies.."His name is Winnie Ther Pooh, don't you know what ther means?"
His father the narrator of the tale then says.." Of course I do". And as an aside to the readers he adds.."And that is all the explanation you are going to get."

But don't forget he also lives under the name Sanders.

Time for a hunny sandwich and a lie down.