This month of the year got its name from the ancient Italian god Janus. In Latin, the month was Januarius, the month of Janus. The mythology of Janus is older than the Roman empire.

Janus was the god of doors and gateways, janua is latin for door. He had two faces so he could guard the entrance and exit.

You would think that January is the first month of the year because Janus is the god of beginnings. Nope. The oldest Roman calendar is only 10 months. Notice how it goes to December (tenth, as in Decagram).

Around 700 B.C. the calendar was readjusted and two months were added. They were the eleventh and twelfth months, Januarius and Februarius. The first was because there was a feast in honor of Janus. February was so named because it contained the Roman festival of purification (februum).

March continued to be the first month of the year until well after the Christian era begun. March 25, the date of the vernal equinox (and also the first day of spring), in the Julian Calendar.

The advent of the Gregorian calendar made January the first month and January 1st New Year's Day. This was prescribed by Pope Gregory XIII in 1582 to fix the errors in the Julian Calendar. It wasn't adopted in England and the colonies until 1752.

My facts taken from Thereby Hangs a Tale: Stories of Curious Word Origins by Charles Earle Funk.