The Jehovah Witneses simply adopted this name for themselves, it is a reasonably common name for "God" from the 17th , 18th century onwards.
The Hymn-
Guide Me O Thou Great Jehovah
by William Williams (1745)
Guide me, O Thou great Jehovah,
Pilgrim through this barren land.
I am weak, but Thou art mighty;
Hold me with Thy powerful hand.
Bread of Heaven, Bread of Heaven,
Feed me till I want no more;
Feed me till I want no more.
As this was written in 1745 the term must have been in common use before that otherwise people wouldn't have known what it meant.
Jehovah's Witnesses founded in July 1879 by Charles Taze Russell.