Okay, SO

When I was younger, I never understood why Eeyore was called Eeyore. The rest of the characters (aside from Pooh and Christopher Robin) were named after their species: Tigger's a tiger, Piglet's a piglet, Kanga and Roo are kangaroos, Lumpy's a heffalump, etc... but what the heck was an Eeyore?

And it wasn't until a few seconds ago

When I read a TVTropes page

That I learned that it's based off the onomatopoeia for a donkey braying

Try it. Try saying "Eeyore" in a donkey voice

You're welcome, now you've noticed :3