After Yudhishthira’s birth, King Pandu asked Kunti to invoke Vayu Dev for a son of immense strength. Vayu granted her a powerful son. At birth, an Akashvani declared he would be the strongest among the strong.
When the infant Bhima fell on a rock, it shattered into pieces. Impressed by his power, Pandu and Kunti named him ‘Bhima’ (the terrible/fearful one).