I'm quite sure the * (star) in the A* algorithm means that the algorithm is admissible, i.e. it is guaranteed that it finds the shortest path in the graph if this path exists (when the heuristic employed is optimistic).
Am I right? I was unsuccessfully looking for any info about the topic but I couldn't find any reference. Hopefully, most experienced users in this community know something else about the history of A* than I do.
By the way, I think that other algorithms like IDA*, D*, SMA*, MOA*, NAMOA*, ... that are based on A* follow the same name convention.