Аlteya
"Voldemort formed the Death Eaters sometime between 1946 and 1956 (HBP20). Originally, they bore the name ‘the Knights of Walpurgis’.The term “Death Eater” is never explained, except that Voldemort sought immortality because he feared death. "(c) Лексикон
Само название, как уже и сказали выше, восходит к Вальпургиевой ночи