"Misericordia Sunday" is due to the incipit ("Misericórdia Dómini") of the introit assigned to this day's liturgy.
"Good Shepherd Sunday" is due to the Gospel reading assigned to it (John 10:11–16).
In the Lutheran Churches, the Second Sunday of Easter, according to The Lutheran Missal, is known as Good Shepherd Sunday and "gives us Jesus’ description of Himself as the Good Shepherd who lays down His life for the sheep.
"[1] On some local liturgical calendars (such as that of the Capuchins and that of the Archdiocese of Seville), this Sunday was formerly known as the Feast of Our Lady, Mother of the Good Shepherd.
[2] In the Greek Orthodox Church, this day is called the Sunday of the Myrrhbearers.