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From Wikipedia.

The origins of the 15, 30, and 40 scores are believed to be medieval French[citation needed]. It is possible that a clock face was used on court, with a quarter move of the hand to indicate a score of 15, 30, and 45. When the hand moved to 60, the game was over. However, in order to ensure that the game could not be won by a one-point difference in players' scores, the idea of "deuce" was introduced. To make the score stay within the "60" ticks on the clock face, the 45 was changed to 40. Therefore, if both players have 40, the first player to score receives ten and that moves the clock to 50. If the player scores a second time before the opponent is able to score, they are awarded another ten and the clock moves to 60. The 60 signifies the end of the game. However, if a player fails to score twice in a row, then the clock would move back to 40 to establish another "deuce".
Another theory is that the scoring nomenclature came from the French game jeu de paume (a precursor to tennis which used the hand instead of a racquet). Jeu de paume was very popular before the French revolution, with more than 1,000 courts in Paris alone. The traditional court was 90 ft in total with 45 ft on each side. When the server scored, he moved forward 15 ft. If he scored again, he would move another 15 ft. If he scored a third time, he could only move 10 ft closer.[citation needed]
The origin of the use of "love" for zero is also disputed. It is possible that it derives from the French expression for "the egg" (l'œuf) because an egg looks like the number zero. This is similar to the origin of the term "duck" in Cricket supposedly from "Duck's egg" referring to a Batsman who has been called out without completing a run. "Love" is also said to derive from l'heure "the hour" in French[citation needed]. A third possibility comes from the Dutch expression iets voor lof doen, which means to do something for praise, implying no monetary stakes. However, the most accepted theory on the origins of the use of "Love" comes from the acceptance that, at the start of any match, when scores are at zero, players still have "Love for each other". This feeling, obviously, goes away as the match progresses.

Not so sure but i use to LOVE this game..

What's interesting, although I am an  inquisitive type, I never wondered why. Thank you Romos!