One day the Who's late drummer Keith Moon told Robert Plant, Jimmy Page and the other members of a rival group that they'd "go over like a lead zeppelin." In a mockingly ironic move, they promptly adopted the term (Led Zeppelin) as the name of their band.
[According to some versions of this story, Moon used the words "lead balloon." According to the BBC, Led Zeppelin nearly named themselves... The Whoopee Cushion.]