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Janus

The two-faced Roman god of entrances, looking back to the end of the old year and forward to the new. January was named for him.

How the Romans fixed the year

Censorinus, On the Birthday 20–22 (238 CE), in the edition of Friedrich Hultsch (Leipzig, 1867) · 238 CE

22.13

Quintilem, quod loco iam apud Latinos fuerit quinto, item Sextilem ac deinceps ad Decembrem a numeris appellatos. ceterum Ianuarium et Februarium postea quidem additos, sed nominibus iam ex Latio sumptis; et Ianuarium ab Iano, cui adtributus est, nomen traxisse, Februarium a februo.

Quintilis was so called because it was already fifth in place among the Latins, and likewise Sextilis and the rest up to December were named from numbers. January and February, he says, were indeed added later, but with names already taken from Latium. January took its name from Janus, to whom it is assigned, and February from februum.