Gollum’s name before he became known as Gollum was Sméagol.
In Tolkien’s account, Sméagol belonged to a river-dwelling people related to the Hobbits. On his birthday, he and his cousin Déagol found the One Ring while fishing in the Anduin. Sméagol killed Déagol to take the Ring, beginning the corruption that eventually transformed him into Gollum.
The name Gollum comes from the choking, swallowing sounds he made. His long possession of the Ring extended his life but also isolated him and distorted his body and personality.
Sméagol and Gollum remain competing aspects of the same character. Frodo sometimes addresses him as Sméagol to encourage the part of him that remembers friendship and moral choice. Déagol, by contrast, is the cousin who discovered the Ring first.