I don't remember the name of the man, but I believe it was one of Beethoven's biographers who wrote that the sonata was supposed to represent the moonlight over the waves of Lake Zurich. But there's nothing to really back this claim. My opinion is that this was the product of a Romantic audience putting their views into their interpretations of Classical piecesWhat I read is that it is not about moonlight, and so properly ought to be called "Moonlight." Can't remember how the name got associated with it though.
OR, it could be a publishing gimmick to market absolute music to a Romanic audience, for whom programs were vogue