Pythagoras of Samos was a Greek philosopher and mathematician. One of the most famous geometric facts bears his name: the Pythagorean Theorem. It states that in a right-angled triangle the area of the square on the hypotenuse (the side opposite the right angle) is equal to the sum of the areas of the squares of the other two sides.
While playing Pythagorea you often meet right angles and rely on the Pythagorean Theorem to compare lengths of segments and distances between points. That is why the game is named after Pythagoras.