Eerie is a rather common word but its origin is somewhat strange. In fact, OED doesn't provide the origin of the word eerie, but provides the etymology where it is given as a variant of an obsolete word from Middle English. (Note: OED usually provides both the origin and the etymology of words, but did not provide the origin in this case.)
Here is the etymology of the word eerie, along with its various forms thruout the history, its senses and earlier citations from OED:
eerie, adj.
Forms: Middle English eri, hery, Middle English–1500s ery, 1500s erie, 1700s iry, 1800s eirie, eiry (Anglo-Irish airy), 1700s– eery, eerie.
Etymology: Middle English eri, ? variant of erȝ, argh adj.; or perhaps < erȝ + -y suffix1.
The word occurs in the northern (not in the midland) version of the Cursor Mundi. ‘It has recently been often used in general literature, but is still regarded as properly Scotch.’ ( N.E.D.)1. Fearful, timid. In modern use, expressing the notion of a vague superstitious uneasiness.
c1375 ? J. Barbour SS. Cosmas & Damian 321 & scho..wes for hyme hery.
a1400 (▸a1325) Cursor Mundi (Gött.) l. 17685 Ioseph be noght eri.2. Fear-inspiring; gloomy, strange, weird.
1792 R. Burns Let. 10 Sept. (1985) II. 145 Be thou a bogle by the eerie side of an auld thorn.
Etymonline says that eerie is variant of an Old English word:
north England and Scottish variant of Old English earg "cowardly, fearful, wretched; slow, indolent, useless," from Proto-Germanic *arh-
(source also of Old Frisian erg "evil, bad," Middle Dutch arch "bad," Dutch arg, Old High German arg "cowardly, worthless," German arg "bad, wicked," Old Norse argr "unmanly, voluptuous," Swedish arg "malicious")
OED doesn't directly mention Old English in the etymology of eerie, but says that eerie is a possible variant of argh which is the West Saxon (a dialect of Old English) form of Old English arg. Argh is given as an obsolete word but the first two senses of the word are still used in northern dialect, and it is a word inherited from Germanic per OED.
† argh, adj.
Obsolete exc. dialect.
1. Cowardly, pusillanimous, timid, fearful; (also) weak.
‘Still in northern dialect.’ ( N.E.D.)2. Inert, sluggish, lazy, slow, loath, reluctant.
‘Still in northern dialect.’ ( N.E.D.)
I wonder, if argh is still used in northern dialect, how did the variant eerie (which OED mentions that it is properly Scotch also) slip through other variants and gain a new sense in modern use as a distinct word?
Additional thoughts:
OED also mentions the Cursor Mundi (which is the source of the second earliest citation of eerie) as if it may have an influence. Could it be the case? For reference, here is some info about the Cursor Mundi from Wikipedia:
The Cursor Mundi (or ‘Over-runner of the World’) is an early 14th-century religious poem written in Middle English that presents an extensive retelling of the history of Christianity from the creation to the doomsday. The Cursor Mundi is more or less completely unknown outside of medievalist and lexicographical circles. Yet, the poem is one of the texts that provides the Oxford English Dictionary (OED) with over 1,000 new words, i.e. words that were unknown before they appeared for the first time in the Cursor Mundi.
As provided by OED, the modern sense "expressing the notion of a vague superstitious uneasiness" given within the first sense is a later usage; and also connected to the second sense "fear-inspiring; gloomy, strange, weird". The earliest citation of the second sense is from The letters of Robert Burns, from 1792. Robert Burns is a Scottish poet and lyricist, and he is widely regarded as the national poet of Scotland. I suspect Robert Burns is a big influence on the modern sense of the word eerie also.