Before she was Lana Del Rey, the singer released music as Lizzy Grant. Her birth name is Elizabeth Woolridge Grant, and she was born in 1985. Along the way she also tried out May Jailer, Lana Rey Del Mar and, most memorably, Sparkle Jump Rope Queen.
Her 2008 EP, Kill Kill, came out under the Lizzy Grant name. The switch came while she was working on her first full album. On January 4, 2010, that album was released as Lana Del Ray, spelled with an "a." While the CDs were being made, she changed the spelling to "Rey," so a few copies carry the new spelling. The album was pulled from sale about three months later, when she and her managers parted ways with the small label behind it.
Her own explanation centers on a place and a language. She told British Vogue that she was going to Miami a lot at the time, speaking Spanish with friends from Cuba. "Lana Del Rey reminded us of the glamour of the seaside," she said. In a 2012 MTV interview, quoted by American Songwriter, she said she wanted a name that sounded "sort of exotic" and reminded her of the Florida coast. She has also said it "sounded gorgeous coming off the tip of the tongue."
She also said she wanted a name she "could shape the music towards." In other words, the name came first and the sound was meant to grow into it.
The two parts are usually traced to specific sources. "Lana" is linked to Lana Turner, the Hollywood star. "Del Rey" is linked to the Ford Del Rey, a little-known sedan that Ford made and sold in Brazil in the 1980s. That makes an odd pair: a screen star and a family car. These two sources are widely repeated, but the fullest account in her own words is about Miami and the sound of Spanish, not about a movie star or a car.
In Spanish, del rey means "of the king." The name was chosen for its sound and its seaside feel rather than for that meaning. The spelling matters too. The brief "Del Ray" version survives mainly on the withdrawn 2010 album, and "Rey" became the name on her major-label records.