Why do we call frivolous, lame or naff things cheesy?
Interestingly enough, Etymonline suggests that it has nothing to do with cheese:
"cheap, inferior," 1896, from Urdu chiz "a thing," from Persian chiz, from O.Pers. *ciš-ciy "something," from PIE pronomial stem *kwo- (see who). Picked up by British in India by 1818 and used in the sense of "a big thing" (especially in the phrase the real chiz). By 1858, cheesy had evolved a slang meaning of "showy," which led to the modern, ironic sense.
Cheese, on the other hand, ultimately comes from Latin (caseus), taking a detour via West Germanic (compare German Käse, Dutch kaas).
Another etymology dictionary has a different take:
cheesy (adj.) Meaning "cheap, inferior" is attested from 1896, perhaps originally U.S. student slang, along with cheese (n.) "an ignorant, stupid person." In late 19c. British slang, cheesy was "fine, showy" (1858), probably from cheese (n.2) and some suggest the modern derogatory use is an "ironic reversal" of this. The word was in common use in medical writing in the late 19c. to describe morbid substances found in tubers, decaying flesh, etc.
Upon second look, this etymology also comes from Etymonline.com, the same source as the other answer posted. So it appears that this website has updated their information on this topic since 2011. That is puzzling because they have entirely dropped the stuff about "Urdu chiz", which is just a bit suspicious. Are they just making this stuff up?