No one knows for sure where the word willies originated, a state which has invited broad if not wild speculation.
The Morris Dictionary of Word and Phrase Origins claims that it is a reduction of an old word, willie-boy “sissy”. This explanation hardly makes semantic sense: having the willies is far from being or even feeling like a sissy.
William Morris, the Word Detective, opines that willies might come from the name of a Slavic sprite called a vila (plural vili “sprites”) sometimes translated as wili. However, the spelling of vili as wili is German, where W is pronounced [v], not English where it is pronounced [w].
The best guess in my opinion was recently suggested by Jackie Strauss, who also suggested the word itself as a Good Word in our daily series. This word reminds Jackie of the woolies, which is to say scratchy wool long winter underwear. The willies are the same as the creeps, which suggests a skin sensation to me, too. So, I’m putting Jackie’s speculation at the top of my list of potential explanations of the origin of willies.
Now all we need is some evidence.