CheeseShop is a secret code name for Python Package Index also known as PyPI and accessible from
CheeseShopTutorial explains how to use Package Index and upload your packages
PyPiHostingDocumentation explains how to host documentation on the PyPI server
PyPIJSON describes JSON interface to access PyPI from applications
CheeseShopXmlRpc describes XML-RPC interface to access PyPI from applications
CheeseShopDev contains all necessary information to help PyPI get better
PyPiImplementations page lists alternative implementations of Python package catalogs
The secret code name refers to the Cheese Shop sketch performed and recorded by John Cleese and Micheal Palin on 7 January 1972.
If you are really curious then view the sketch on YouTube.
Whether that name was chosen because CPAN contains so many packages at that time remains in the dark zone of rumours and wild speculation.