Northanger Abbey refers to the castle-like building that one of the book's main families, the Tilneys, call home. With a title like this, it seems like the whole book would be taking place at, well, the Abbey. But, actually, no one even goes to Northanger Abbey until Chapter 20. So what's up with this title? Well, first off, it's important to note that Jane Austen didn't actually pick out the title herself. The book was published after Austen's death, and her brother decided to title it Northanger Abbey. Austen was leaning towards naming it Catherine, after the protagonist. This still begs the question as to why Austen's brother decided that Northanger Abbey would be a good title, though.
Well, one possible explanation lies in the book's content. Northanger Abbey satirizes popular novels of the early 1800s, known as Gothic novels. (Satire here basically means making fun of something.) Gothic novels, incidentally, often took place at creepy old castles (and abbeys). (Want to learn more about Gothic novels? Check out the "Genre" section.) Lots of popular Gothic novels had titles that reflected where the action happened, like The Castle of Otronto which took place at, um, Otronto's Castle. Similarly, Northanger Abbey, the title, helps to clue readers in to the type of novel that Jane Austen is satirizing.
Here's another possible explanation for this title: it reflects one of the novel's major thematic concerns. The book's protagonist, Catherine, is obsessed with Gothic novels and with Northanger Abbey. Over the course of the book, Catherine learns that life is not a Gothic novel and that Northanger Abbey is really just the Tilneys' nice house, not ground zero for Gothic excitement.