Many think "Termini" is so named because it is the "terminus" of many rail lines. In fact, it is named after the nearby Terme di Diocleziano, the ancient Baths of Diocletian.
Look for the McDonald's in the maze-like mall under Termini. Notice that the tables are ranged around a brick wall that slashes oddly right through the space on a diagonal. This is actually part of ancient Rome's city walls built in the AD 3rd century, making this plausibly the "oldest" McDonald's in the world—not that this is an excuse to eat here. Try Italian food instead; I hear it's quite good.
Piazza dei Cinquecento, or "Square of the 500," is named (with a slight exaggeration) for the 430 Italian soldiers who died during the 1887 Battle of Dogali in modern-day Eritrea as part of Italy's short-lived, ill-fated, far-too-late attempt at imperial expansion.