OK, thanks to Rc's reply, I checked out the Wikipedia and it says:
"The unusual name of the game originated with Joan Pritchard, who said it reminded her of the "Pickle Boat in crew where oarsmen were chosen from the leftovers of other boats."[1] The popular story told today is that it was named after the family dog. Joan corrected this story in interviews but the story persists."
Pickle Boat? I still don't know where the name comes from. Any other light to shed on this burning question?