Around 325 B.C. Greek explorer Pytheas wrote about islands in the North Atlantic that he named Britannia. This name was derived from Pretania, an indeginous name for the Islands.
In 55 B.C. Julius Caesar Explored the main island of Britannia (Modern England, Wales and Scotland). He called the inhabitants Britons. In 54 B.C. Caesar scored a political victory by successfully placed a Roman freindly Brition on the throne which brought Britannia into the Roman Empire.
Several tribes of Britions refused to become Romans and pay taxes and tribute to Rome. In 43 B.C. a full scale invasion by Rome conquered most of the Island. Only the Northern Tribes (Scots and Picts) held out. Instead of continuing the war, the Romans built a wall across the Island separating Britain and Scotland.
The slow decline of the Roman empire led to the withdrawal of the Roman legions from Britain to defend Rome itself in 410 A.D. The local leaders now had to hire Germanic tribes to help fight off the raids from Scotland. The Anglo-Saxons came across the channel to fight the Scots and Picts, and they never left. The Anglo-Saxons forced the Britains to the western part of the island which became known as Wales. The name is derived from the Germanic term for foreigner (Walha). The Anglo-Saxons called their new homeland England.
The Latin and Greek speaking world continued to call the island Britannia for the next 1200 years. When Queen Elizabeth died in 1603, her cousin James VI of Scotland became King of England. Instead of calling him the King of England, Ireland, Scotland, and Wales, people began referred to his realm as Great Britain.