The link that LadyMoondancer linked to is very interesting. For example, it shows that people believed that hyenas changed sexes randomly and that there was a species of goose that grew from a tree. I'm not meaning to make fun of these beliefs, I just wonder how they came to be!
[edit] Hum, nevermind, it seems I'm mistaken, because I don't see this anecdote anywhere else on the internet. Etymology for that name doesn't link up to what I've been told. I prefer not to spread false information.
Spoiler
You make me remember a belief implying shrews, whose name is "Musaraigne" in French. "Mus" meaning Mouse (Souris in French) and "Araigne" meaning spider (Araignée in French).
It was named Spider-mouse because people though it transforms into a spider in the winter because they didn't see it during that period, but it was just well hidden.
Humans are good at trying to explain things in any way possible as long as they have an explanation, they'll be fine with it.
[edit] But still, it's indeed "spider-mouse" but it's not because of what I've been told. Sorry for the inconvenience.
https://en.wikipedia.org/wiki/Shrew