Her name Goliath Doll is unofficial as it was created by the fans of Touhou. It was derived from the Spell CardTesting "Goliath Doll", which is the Spell Card the doll appears in. Also, Goliath is a figure in the Hebrew Bible as he's most well known for his combat with the the future king of Israel, David. He's also known to be a giant.
If playing on Lunatic, each hit with the swords can take out over 1/3 of your health, which mean's after 3 hits you lose a whole health bar.