I think Sega was the masters of cool console naming.
But PlayStation takes the win for me with Dreamcast as a second. The name is so common and might be overseen since it have been around and active for 30 years. But it is pretty much the perfect name for a gaming console. It might be because of Sony's well executed campaigning that I pretty much associate PlayStation with cool.
If we remove the cool criteria I like GameCube and Switch more.