It's from Latin: The Romans called the Frisians "Frisii" (that is plural, i.e. literally "die Friesen"). According to the Oxford Dictionary of English Etymology, the Old Frisian name "Frisa" / "Fresa" then entered into Old English unchanged. The "-ian" part is also from Latin, going back to "-ianus", compare christian, barbarian, equestrian.

What does the Latin word 'Frisii' or Friesen mean. It refers to the people but why were they call that? Thanks for your help.

The etymology of Engl. "Frisia" or German "Friesen" seems to be uncertain. Some refer to an Germanic adjectiv "fris", meaning curly, others argue for an non-Germanic origin of the term
Cf. http://www.koeblergerhard.de/afrieswbhinw.html (in German)

@BB: The Oxford Dictionary of English Etymology traces "Frisian" back to Latin "Frisii", but no further. In addition, I checked an extensive Latin-German dictionary, which also gives no further information about the origin of "Frisii".

I am not familiar with the conventions the Romans used when naming to foreign peoples. I think it is possible that they used reasonably close approximations to the terms with which these people referred to themselves, or how neighboring tribes/people referred to them.

Trübners Deutsches Wörterbuch (1940) ascribes the origin of "Frisii" to the old-frisian word "frisle", meaning the curly hair which was typical for this tribe.

The word "frizzy" in English means tightly curled, and is often used to describe hair, but no dictionary I have can confirm a connection with Frisii. Merely a startling coincidence?

@Peter <us>: The Oxford Dictionary of Etymology has entries for friz(z) and frizzle. The first one is traced back to French "friser", perhaps from "fris-", stem of "frire" fry. For the second, no origin has been established with certainty. It might be derived from friz(z). The entry continues: "similar Frisian forms such as 'frisle' head of hair, 'friselen' plait, are doubfully related; perhaps from Old French 'freselé' plaited".