Which acronym do we use?
Although our URL is
scifi.stackexchange, which would suggest SF as an abbreviation, the community tends towards SFF, largely to avoid a name collision with ServerFault. It's pretty rare to see "SF.SE" used to refer to this site:
With the acknowledgement that SEDE is about five days out-of-date at time of writing, the community seems to overwhelmingly prefer SFF.
Wait, but ServerFault isn't an SE site
It's been pointed out in comments (by Ward and Catja, so hat-tip to them) that, strictly speaking, ServerFault's acronym should be (and, indeed, is) just SF, without the ".SE" suffix; the reason is because SF is so old that it has its own domain, rather than being a subdomain of
serverfault.com takes you to SF, but
serverfault.stackexchange.com takes you to a 404 page. In principle, then, "SF" and "SF.SE" shouldn't be an issue; one unambiguously refers to them, and the other to us.
The problem I have with this is that it's true from a technical perspective, but not from a user experience perspective. For the vast majority of users, I believe it would be more confusing to have two very similar acronyms referring to two very different sites. Personally speaking, I do know that SF has its own domain, but I'm rarely consciously aware of that fact; if I saw "SF.SE" in a context-neutral setting (Meta.SE, for instance), I would probably assume it was referring to ServerFault.
The other problem I have is that using SFF.SE allows us to drop the ".SE" and just use SFF without confusing anyone. While not strictly technically accurate, it's a convenient thing to be able to do.
Why is our URL
The URL is mainly a historical thing. Back in the deeps of time, the name of the site was just "Science Fiction" (despite fantasy being on-topic); that was changed pretty early, after it was realized that this was discouraging fantasy questions.
In the comments on the official rename announcement, SE employee Robert Cartaino explained why the URL didn't change:
What name are you suggesting? Ideally it should be less than 8-10 characters, be intuitive and easy to remember, and not obfuscate the subject of the site. Those criteria are preferable to 100% technical accuracy.
fantasy.stackexchange.com was soon added as an alias, in lieu of changing the URL.