The first name comes from the fact that it commemorates Jesus' triumphal entry into Jerusalem, when the crowd spread palm branches before him and cried "Hosanna" (John 12:13). The second name comes from the fact that the narrative of the Lord's Passion and Death is read at Masses on this Sunday.
Holy Week -- the week which ends in Resurrection -- begins on Passion (or Palm) Sunday, which joins the foretelling of Christ's regal triumph and the proclamation of His suffering and death. Before Mass, palm fronds are distributed and blessed so that they can be carried in procession. The palms are then taken home, where they can serve as a reminder of the victory of Christ.
The ashes for Ash Wednesday are often made from the burning of palm branches blessed on Palm Sunday of the previous year.
Read in the National Catholic Register "Nine Things You Need to Know About Palm Sunday".
This Mass will be livestreamed on this website.