Against the background of explosive growth in data volume, velocity, and variety, I investigate the origins of the term "Big Data". Its origins are a bit murky and hence intriguing, involving both academics and industry, statistics and computer science, ultimately winding back to lunch-table conversations at Silicon Graphics Inc. (SGI) in the mid 1990s. The Big Data phenomenon continues unabated, and the ongoing development of statistical machine learning tools continues to help us confront it.