The offspring of a male horse and a female donkey is a jenny, which is usually a gentle animal, and this may have been the source of Jenny Jackass's name.
The title is from a line in a traditional poem (1841) by Henry Wadsworth Longfellow, The Village Blacksmith. "Under a spreading chestnut-tree, The village smithy stands; The smith, a mighty man is he, With large and sinewy hands; And the muscles of his brawny arms, Are strong as iron bands."
The second Donald Duck cartoon short to use the word "Jackass".