Why is the series named this way? I've been watching the anime since yesterday and couldn't help but wonder why it was called Gokukoku no Brynhildr or Brynhildr in the Darkness. So far I have yet to see any mention of Brynhildr; is this some person later on in the story? Or another name for the protagonist?
Brynhildr in this series is  Kuroha Neko. Brynhildr is mighty female warrior of Germanic mythology and the chief of the Valkyries.

Neko's character almost portray the character of Brynhildr as mentioned in German myth. She is powerful than Valkyrie. She does not have any past memory. She gained her memory and became very powerful at the end in series.

Brynhildr in the Darkness trying to show the Neko in darkness or loss of memory. She only does not have past memory but also lose memory when she keep using her power.