The word "orthogonal" really just corresponds to the intuitive notion of vectors being perpendicular to each other. Draw out the unit vectors in the $x$, $y$ and $z$ directions respectively--those are one set of three mutually orthogonal (i.e. perpendicular) vectors, just like you observed. But if you rotate those three vectors together in any way that you like in 3D space, without changing the angles between them, then of course they will still remain orthogonal.
Furthermore, if we scale these vectors by changing their lengths independently by any arbitrary nonzero factor, we will still end up with a set of orthogonal vectors, since the only thing that matters is the directions and not the lengths of the vectors. In this manner we end up with a description for an infinite family of orthogonal vectors, which hopefully makes it easy for you to convince yourself intuitively.
In a more general vector space, of course, this sort of pictorial intuition might no longer hold, but the idea of orthogonality can be easily generalised. That's the reason we define orthogonality abstractly and independent of the usual geometric notion of perpendicularity.