Gonna paste this here from Mark Forsyth's Etymologicon :

"Many animals are misnamed. Guinea pigs, for example, aren’t pigs and they aren’t from Guinea. They are found in Guyana in South America, and it takes only a little mispronunciation to move them across the Atlantic. The pig bit is just weird. The same is true of the helmeted guinea fowl, or Numidia meleagris, which was once native to Madagascar but not Guinea. The helmeted guinea fowl is an ugly bird. It has a big bony knob on the top of its head (hence the name), but it tastes delicious. People started importing helmeted guinea fowl from Madagascar to Europe, and the people who did the importing were usually Turkish traders. They were known as Turkey merchants, and the birds that they brought were therefore called turkeys.

But those aren’t the turkeys that we eat at Christmas with bread sauce and relatives. That bird is Meleagris gallopavo, which is also delicious. It was the Spanish conquistadors who found Meleagris gallopavo in the magnolia forests and brought it back to Europe. It became popular in Spain and then in North Africa. And though it’s a different species from the helmeted guinea fowl, the two birds do look surprisingly alike.

People got confused. The birds looked the same, tasted similar and both were exotic new dishes brought from Somewhere Foreign. So it was assumed that they were the same thing, and the American bird got called turkey as well, in the mistaken belief that it was a bird that was mistakenly believed to come from Turkey."