Siena, like many other Tuscan hill towns, was first settled in the time of the Etruscans (c. 900 BC to 400 BC) when it was inhabited by a tribe called the Saina.
Panorama of Siena at dusk.The Etruscans were an advanced people who changed the face of central Italy through their use of irrigation to reclaim previously unfarmable land, and their custom of building their settlements in heavily armoured hill-forts. It has been argued that their Pagan society which practiced matrilineal inheritance, and was devoted to their goddesses was one of the reasons why Roman Goddesses such as Diana and, with the arrival of Christianity, the Virgin Mary came to be of such importance to the people of the Italian peninsula. If this is true, it suggests that the Cult of the Virgin which is omnipresent in the fabric of Siena's ancient stones has an origin which is older still.
What we can say for certain is that the Romans founded a town called Saenna Julia on the site of a pre-existing Etruscan settlement, and from this has grown modern Siena. Siena may then have been under the control of invading Gaulish forces – who are known to have sacked Rome in 390 BC. Some archaeologists assert it was controlled for a period by a Gaulish tribe called the Saenones.
The Roman origin accounts for the town’s emblem – a she-wolf suckling the infants’ Romulus and Remus. According to legend, Siena was founded by Senius, son of Remus, who was in turn the brother of Romulus, after whom Rome was named. Statues and other artwork depicting a she-wolf suckling the young twins Romulus and Remus can be seen all over the city of Siena. Other etymologies derive the name from the Etruscan family name "Saina", the Roman family name of the "Saenii", or the Latin word "senex" ("old") or the derived form "seneo", "to be old".
Source: wikipedia.org