In her first game appearance, Sonic CD (1993), Amy was kidnapped by Metal Sonic. Doctor Robotnik then used the time stones to set time back on the Little Planet. She was named "Princess Sally" in the American manual of the Sega CD version in a tentative to tie in with the cartoon, though all the other versions of the game and later games called her mainly Amy Rose.
So, turns out, Amy was Sally for a while.
So, Sega was all like, "This won't tie in with the game and stuff." and they just, like, decided to name her Amy again.
Whether or not you agree with me is ok. After all, this was on a website with entries written by people. If you have actual facts or proof that this is true, let me know.