Only Game Freak knows.
Game Freak could have possibly given Greninja the ability Protean because they wanted a Pokemon to expend Protean on, or one of the many theories out there are correct. Only Game Freak knows this one.
For your other question, however...
Gekkouga is a combination of the word 'Geko' meaning 'croak' in Japan, and Kōga-ryū, the ancient school of ninjutsu. Gek + ko you ga = Gekkouga. Source.
Even though Gekkouga sounds like 'Gecko', it isn't what it derives from. Since Japanese and English are two different languages, some words may sound the same. For example, doesn't the word 'Muneyake' sound similar to 'Money'? It does, but it actually means heartburn in Japanese.