Here is a nice explanation of the origin of all these names. In summary:
Most of the words come from Latin descriptions of the geometry involved. Sine comes from the Latin word 'sinus', tangent from the Latin 'tangens', and secant from the Latin 'secans'. The origin of the co-functions actually makes quite a lot of sense; cosine was originally co-sine, referring to the sine of the complementary angle. Similarly, cotangent and cosecant are the tangent and secant of the complementary angle.
I recommend reading the webpage if you want to know more detail, it's quite interesting.