From Middle Korean나 (Yale: nà, “I; me”). Presumably existed in Old Korean, but cannot be ascertained because Old Korean pronouns were written with Chinese logograms that obscure the pronunciation.
It has been suggested since the 1950s that the basic Korean pronouns 나(na, “I; me”), 너(neo, “you”), and 누(nu, “who”) (> modern 누구 (nugu)) were all formed from the same etymon via ablaut, which appears to have once been an extremely productive process in Korean, at some very ancient stage. Given the very limited data on prehistoric Korean, this hypothesis cannot be proven for sure either way.
Possibly cognate with Old Japanese己(na, “I”, first-person singular plain (non-polite) pronoun); if so, generally assumed to be a Korean loan into Japanese given the scarcity of Ryukyuan cognates (Vovin 2010).