The names of the months of the year are Latin in origin, which is logical since the calendar we use started in Rome. Following is my condensed version of the evolution of our calendars to explain some early BMD records and also the origin of New Year's Day.
The Julian Calendar was introduced by Julius Caesar in 46 BC and later the months Quintilis (5th) and Sextilis (6th) were renamed Iulius (the month of Julius Caesar's birth - there was no letter J at that time) and Augustus (founder and first emperor of the Roman Empire).
March 25th was Feast of the Annunciation, the day the angel told Mary she would be the mother of Jesus, and is still celebrated as such in some religions. In AD 525 the monk Dionysius Exiguus introduced the calendar system of Anno Domini (AD - the year of our Lord), with the year 1 AD (and counting forward) following the year 1 BC (and counting backwards). Dionysius declared the day Jesus was "conceived", March 25th, to be New Year's Day.
When the Gregorian Calendar (introduced by Pope Gregory in 1502) was adopted by the British Empire in September 1752 it was decreed that January 1st was to be New Year's Day. So.....
Happy New Year!
Timeline of Calendars 0001-1972