Here's a start...Enjoy the cryptic tour!
A little tidbit about
. . . "They took the name from a friend's ventriloquist act, which was named after a film starring George C. Scott, which was inspired by a section of Don Quixote. Don Quixote's trusted servant asks why he is preparing to attack several windmills with his lance. Don Quixote replys "Because they might be giants."
Info courtesy of http://www.heathenworld.com/bandname/index.html