Geronimo (1829-1909) was a prominent Apache leader, active in trying to protect his tribe and their lands from American and Mexican incursion in the Apache Wars. For such a brave, it's odd that his name means 'one who yawns'. For British children, Geronimo became a popular figure through cinema and television. In the 1950s alone there were at least ten films on general release featuring him prominently.
The exclamation Geronimo! seems to have been first used by an American paratrooper Private Aubrey Eberhardt in August 1940, who carried out a promise to yell it when leaving the aircraft to prove he was not scared of the jump. The cry caught on. In 1941 the Army's first parachute battalion, the 501st Parachute Infantry Battalion (PIB), incorporated the name Geronimo into its insignia. The cry was also incorporated into the song Down From Heaven by Lieutenant Colonel Byron Paige. Coverage of the paratroopers' exploits made the cry more generally known, and its use soon spread outside the military and air force.