Saturn has been observed with the naked eye since prehistoric times, so it is not possible to know who named it first. Roman astronomers named it Saturnus after their god of agriculture and the father of Jove, which translates to Saturn in English.
Sumerian astronomers observed Saturn in the 4th century BC and named it Enlil. When Sumer fell and gave way to Babylon in the 2nd century BC, Enlil was renamed Ninurta. Before the Romans came to power, the ancient Greeks called this planet Kronos after the father of Zeus. Saturn was tracked and recorded by eye until Galileo Galilei used the first telescope in 1610.