As a bit of a footnote to my thoughts on the names of the days of the week, the months of the year are named:
January- after the Roman god Ianuarius, the god of the doorway, because January is the door to the year.
February- from the Latin, Februum, named after the Roman purification festival Februa, held on the 15th of the month.
March- named after the Roman god of war Martius (Mars). So Mars gets a month and a day.
April- from the Latin Aprilis, which most likely means "opening", referring to the opening of buds in Spring.
May- named after the Greek goddess of fertility, Maia.
June- named after the Roman goddess of marriage, Juno.
July- named after Julius Caesar, although the name Julius comes from the Roman goddess Julus (Venus). Venus also has a month and a day (Friday).
August- named after Caesar Augustus. Augustus means "majestic", "increaser", "venerable."
It is worth noting that July used to be called "Quintilis" (fifth month) and August was "Sextilis" (sixth month). January and February were added later than the other months. There were originally 10 months when the Roman empire first started a calendar, with a monthless Winter period of approximately 61 days. Read more about the Roman calendar.
September- from the Latin "septem" meaning seven; i.e the seventh month.
October- from the Latin "octo" meaning eight.
November- from the Latin "novem" meaning nine.
December- from the Latin "decem" meaning ten.
So five of the months of the year are named for Roman gods, the other seven not. All months of the year in English and in Russian are borrowed from Latin. So it could be argued that the meaning is not carried forward the same way as days of the week are. A borrowing does not carry the same meanings as a "proto" (proto means first, pro means before) word does.