Why we give Constructor name same as the Class name?

Well, not all languages use the same name for a constructor as its containing class.

For example VB.NET uses New(), CIL uses .ctor() and Apple's new Swift language uses init().

However, C++ and Java both use the name of the class and when C# was invented the designers wanted it to feel comfortable to users of those languages. So, I guess it was an easy decision for them to do the same.

As Arunava says, it's still easy for a developer to pick out constructors from the rest of the code though perhaps not quite as easy as if they'd used the same constructor name for all classes.