There are rugby teams in Australia without any clue as to where they come from, eg Hurricanes, Crusaders, Brumbies, Cheetahs, Waratahs,
Lions - can't remember any others off the top of me head.
I'm not a fan, but if I felt the urge to support one I'd have nothing to go on.
Oh, Sheffield Wednesday was formed one Wednesday and someone obviously decided to use it.