Its usage may be due to the popular saying 'danger is my middle name'.
This is the name of one of the main adult female characters in Catherynne M. Valente's adult fantasy novel "Palimpsest" (2009). In the novel November remembers having read a book called "The Girl Who Circumnavigated Fairyland in a Ship of Her Own Making" when she was a child, and the heroine of that book was called September. Valente later wrote that book as a crowd-funded work. It became the first volume in her bestselling "Fairyland" series.