My understanding is that you originally had the general core books, and then a bunch of specialist books.
The Fighter book. The Priest book. The Mage book. The Elf book. And so on.
When referring to these specialist books collectively, some people used a wildcard - "You can find a kit in the * book", where * can be replaced by whatever is relevant.
An asterisk is sometimes pronounced as 'splat', just as an exclamation point is sometimes pronounced as 'shriek'.
So 'the * books' became 'the splat books'.
That's the explanation I heard, at any rate.
-Hyp.