Grimalkin, greymalkin, or graymalkin was the witch's cat in Macbeth.  If you'd like to read more about Grimalkin see this Wikipedia entry:

http://en.wikipedia.org/wiki/Grimalkin

Why did we choose this name?  Originally we intended to have our gallery in the Sundog Theater, which is undergoing a fabulous renovation.  Sun and dog are fairly masculine, as suits the owner of the theater, so we wanted a cat and moon.  Opposite.  Feminine.  You get it.  Joy Nickles is involved in Renaissance Fairs and Shakespeare and suggested a little gray cat sitting in the moon.  Then she found a reference to a cat called Grimalkin in Macbeth.  The idea of the three witches stirring up trouble over the cauldron was such an amusing mental image the three of us couldn't resist.