I want to know why Lord Krishna is called Kunj Bihari.
This name comes from "Jaya Radha Madhava", a poem by the Gaudiya Vaishnava Acharaya Bhaktivinoda Thakur:
(jaya) radha-madhava (jaya) kunja-vihari
(jaya) gopi-jana-vallabha (jaya) giri-vara-dhari
(jaya) jasoda-nandana (jaya) braja-jana-ranjana
Krsna is the lover of Radha. He displays many amorous pastimes in the groves of Vrndavana, He is the lover of the cowherd maidens of Vraja, the holder of the great hill named Govardhana, the beloved son of mother Yasoda, the delighter of the inhabitants of Vraja, and he wanders in the forests along the banks of the River Yamuna.
So it refers to Krishna's romantic pastimes amidst the groves of Vrindavana.