I’ve been trying to fill a gap in my education, never having read the entirety of the Iliad in any language (the Odyssey, yes, but not the Iliad), and now reading it in Greek. Book 2, the catalogue of ships, one commentator has this note on 484:
Hmm, where and when did the muses get their names actually? Without checking, I don’t think it was in Hesiod either - and does Hesiod even specify a number? The 9 books of Herodotus were each named after a muse, but I believe that that, along with the book division, dates from Hellenistic times.
As you guessed, it is indeed Hesiod, as they process to Olympus at the beginning of the Theogony. Such creatures typically come in threes (the Fates, the Hours, the Graces, …), and originally no doubt the Muses were three in number. Hesiod triples again, and characteristically makes up names for them.