I don't know where it comes from either...but I have a theory.
We know captains of ships would dilute rum to make grogg. One day, one of theses fine vessels made there way home to Canada. The sailors, of course made their way into the nearest tavern. So the bartender would hear the sailors say "I'll have a Grogg, eh ?" The next would add by saying " Grogg, eh? "
Now a naive, unsuspecting landlubber with a speech impediment, a teatottler, mistakenly walked into the bar at precisely the right to " Eh,grogg, eh, grogg ,eh grogg..." ( there were many sailors). Thinking that something with eggs in it couldn't possibly have alcohol in it decided to try one.
He went up to the bartender and asked for what he heard ( remember his speech affliction) " I'll have an Eggnog please."
A hush fell over the bar...followed by uproarious laughter. The bartender,seeing how it amused his patrons...started to call it Eggnog. To this day it is called eggnog.
Another Christmas quasi fable...
by The Christmas Pirate..