Luckily for him, someone talked him out of it.
Geekwire have an interview with Amazon's first employee, Shel Kaphan. The interview has a bunch of fascinating tales about the early days of the monolithic web retailer. Here's one:
When you joined, the company was called Cadabra, right? “When I joined, we didn’t actually have a name. What happened was, I arrived with all of my junk in a U-Haul truck, and then Jeff told me that: ‘I incorporated it, and it is called Cadabra.’ That’s when I actually had my first ‘uh-oh’ feeling. Because I did not think that was a good name. One of the problems with the name Cadabra – which was short for Abracadabra — is that people would hear it as “cadaver” on the phone which is itself kind of bad.”
Relentless was the second proposed name for the company. they didn't use it, for obvious reasons, but you have to admit that does describe amazon quite well.