From the Farmer's Almanac
Full Wolf Moon - January Amid the cold and deep snows of midwinter, the wolf packs howled hungrily outside Indian villages. Thus, the name for January's full Moon. Sometimes it was also referred to as the Old Moon, or the Moon After Yule. Some called it the Full Snow Moon, but most tribes applied that name to the next Moon.
Here's a cool site that you might want to bookmark for future use.