"Love" is often said to come from the French l'oeuf, "egg." The shape of a zero (0).
However, Oxford Dictionaries says "It seems to have been adapted from the phrase 'to play for love (of the game)' (i.e. to play for nothing). Although the theory is often heard that it represents the French word l'oeuf, meaning 'an egg' (from the resemblance between an egg and a nought) this seems unlikely."