The title of the first book, Winnie-the-Pooh, is self-explanatory. It introduces our protagonist, reminding us that the bear is the star, and not the human. The name takes on some extra significance in the Introduction and first chapter, when Milne actually tells us how Pooh got his name. It's a combination of affection for other animals (showing us CR's sweet side) and some childhood naiveté (kicking off the youthful tone).
The second book, The House at Pooh Corner is a direct reference to the first tale in the collection, in which Pooh and Piglet build a house for Eeyore in a part of the Forest they dub "Pooh Corner." While the specific house and place aren't central to the other episodes, we're thinking that Milne liked this image as a kind of umbrella for the whole book.
More like a blankie. Titling the book with "house" implies a familial environment, as well as a sense of security and protection. And we know by now that Milne is all about security and comfort. And Pooh Corner? Well, that's just too cute to pass up.