I'm not aware of any canonical reference to that name. The name Sauron, "The Abhorred", was given by the Elves obviously after his allegiance to Morgoth, and if they had a name for him in his unfallen state, I haven't seen it.
Edit: Wikipedia does cite
this source for the
Mairon name, said to mean "The Admirable", but again, I'm not cognizant of a canonical citation.