The term "X Windows" as a nickname for the X Window System isn't heresy -- it's potential trademark infringement.

MIT created a network protocol for graphical application presentation, and called it "X". (It was an improvement over an earlier protocol called "W". Hence the name -- they weren't just trying to sound cool.) The software that ran X was called the "X Window System", but people commonly called it "X Windows". It caught on with Unix vendors, who shipped it on their workstations. Meanwhile, on the other side of the continent, Microsoft created a crude graphical shell for MS-DOS, and called it "Windows". Microsoft got a trademark on the name "Windows" as applied to graphical software.

When someone has a trademark on a name, nobody else is allowed to sell or distribute a similar product with a similar name. That's trademark law for you -- and "Windows" and "X Windows" are rather similar names, especially to a lawyer. The consortium that had come to maintain X got worried, and stuck a warning in the documentation saying that "X Windows" was not what their product was called.

According to the X manpage, the X Consortium requests that the following names be used for the current release of their software:

(Actually, the X Consortium is not in any position to request anything, seeing as it no longer exists.)