Perhaps the name is something people automatically apply to the creature because of its nature. Vin certainly seems to think she's come up with the name herself:
The force she had released, the thing she called Ruin, had proven that it could change things in the world. Small things, yet important ones.
-- The Hero of Ages, Chapter 21 (emphasis mine)
This seems to be the first name the name 'Ruin' is used by any of the 'good guys' (not counting the possessed Marsh).
And yet, it also calls itself Ruin, and Marsh thinks of it as such due to his direct contact with it:
It was not yet complete. It needed more. Something else ... something hidden. And Marsh would find that something, bring it to his master. The master that Vin had freed. The entity that had been imprisoned within the Well of Ascension.
It called itself Ruin.
-- The Hero of Ages, Prologue (emphasis mine)
This is the first mention of the name "Ruin" in the text.
