I thought it was his first name.

The full name Ghengis Kahn translates roughly as something like "universal lord" or "lord of all". It wasn't his birth name but more like a title he required. If I remember correctly, Khan is "king" or "lord", so I would assume the Ghengis refers to the "universal" part of the title.

He was born with the name of Temujin which means ’iron worker’ in his native language. In 1183 the Mongols that gathered declared Temujin their great Khan, giving him the name Genghis. The meaning of Genghis, or Ghengis, is widely debated. Some say it means "precious warrior", others indicate "spirit of light".