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I'd heard Kumoko was an unofficial name for the protagonist of So I'm a Spider, so What?, so I didn't expect to actually encounter it in either the light novels but it's there. In Yen Press's translation of the first volume, it appears on pages 199 and 200, in Chapter 11: Still Clearing the Lower Stratum :

I mean, if I learned how to use these, I would basically be a magical girl... Well, a magical spider, anyway. Like "Kumoko the Spider Girl" or something.

Damn. It looks like I won't be able to call myself Magical Girl Kumoko for a while yet.

The name also appears in the ending songs of the anime. If this is an unofficial name, it seems it's been adopted. Do the original light novels really have something different in place of this text and never use the name? Or is the name merely considered unofficial because Kumoko's name appears as "nameless" when she Appraises herself?

Shaymin Gratitude
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From what I have been able to gather, the name is at best a late adaption of a fan name, given to the character to make referring to her easier. Which is why it's just the word for "spider" (Kumo), combined with a feminizing suffix (-ko).

The web novel's Character Introduction 2 (as I found it translated) states (minor name spoilers):

Shiraori 白織 — nameless 名前なし The protagonist, referred to as Shiro within the story and Kumoko outside the story, but almost never called by her real name. It couldn’t be helped that her name didn’t come out for such a long time. [...]

As you noticed, it has later started to appear in the light novel as well as the anime's ending.

And, of course, the name does seem official enough to be use by merch.
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Sources:
So I'm a Spider, So What? Wiki - Kumoko - Trivia (heavy spoilers)
Kumo desu ga, Nani ka? web novel - Character Introduction 2 (heavy spoilers)
GoodSmile Company Nendroid Kumoko store page

Aaa
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DJ Pirtu
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    I didn't link to the web novel translation, as it seemed kinda unofficial. So, I decided to treat it like a fansub; will refer, won't link. – DJ Pirtu Jul 15 '21 at 06:18
  • I added the link to the original, untranslated web novel page instead. – Aaa Jul 27 '21 at 11:34