Not sure if there is a common name for this, usually proprietary names are used ("Start menu", "Apple menu", "System menu" in Ubuntu...). Note that these play different roles in different systems, because they give the user access to different functionalities (Windows menu is mostly oriented for launching applications, and performing some system related actions like shutdown, restart, accessing control panel, while in OSX it's more system oriented, and is not used for launching apps).
In case of systems the most universal one seems to be "System main menu", and for applications "App main menu", so I think the only common naming convention would be "Main menu".
(By the way, if you refer to Windows, "System menu" refers to even something else - the menu that appears after left-clicking the application icon in the very top left corner of the application window http://en.wikipedia.org/wiki/Common_menus_in_Microsoft_Windows).
It's a part of WIMP interfaces, anyway (windows, icons, menus, pointers). You can read more about WIMP on Wikipedia: http://en.wikipedia.org/wiki/WIMP_(computing) or http://www.interaction-design.org/encyclopedia/wimp.html.