Why is an orchestral French horn so called, when it is neither French nor a horn?

Answer 1

It was introduced into the orchestra by Lully in his comedy ballet La Princess d'Elide, Paris 1664.
It was developed in France, and is indeed a horn, albeit a coiled one.

Answer 2

By horn players in the know it is called simply a "horn". Most orchestra music is marked for "Horn" not "French Horn". The shape of the instrument is a direct decendent of animal horns.