Why are first teeth called 'milk teeth' ?

Because they are the teeth that the young have while they're
nursing--getting milk.  When they start to fall out and be replaced by
adult/permanent teeth, that's the time the offspring are being weaned.  This
general rule works for most mammalian species, including all primates,
including humans.  :)

>at least with the sharp front ones, because they usually come through
>sometime in the first year or so.

Most children's deciduous incisors are not particularly sharp.  And the
lower teeth should be covered by the child's tongue when s/he nurses.  And
babies can bite and do damage with toothless gums.

>I have a question: is it more usual for a girl to wean at an earlier age than a
boy ?

Some of the predictors for when would be a natural age at weaning based on
the child's growth rate indicate later ages of weaning for boys.  Also, in
many many cultures, males are nursed longer than girls -- but sometimes
that's because males are more highly valued, and sometimes because moms
recognize the biological reality that males die more often than females at
all ages, and are therefore physiologically weaker.
Katherine A. Dettwyler, Ph.D.
Texas A&M University