How did “uncanny” come to mean “of supernatural origin”? Just looking at the word, I should have thought that it would mean “guileless.”
Derived from the Scottish word, ‘unco’, which is synonymous with “weird.” Cite.
No. The cite says it’s synonymous with “unco,” which is derived from “uncouth.”
“Can,” in the sense “to know,” is derived from the same root as “ken” (to know) and “know.” The meaning of “uncanny” is “not known/not knowable” as in “not possible to figure out,” hence mysterious/unfamiliar/supernatural/weird.
The OED says nothing about unco, but it does say that the word uncanny is almost certainly from Scots. It’s first appearance is cited thusly:
Father James Dalrymple translated into Scots language a Latin work by John Leslie(1578) about the history of Scotland.
It’s also the opposite of Canny, which means conventional, prudent, safe. Neither “canny” nor “uncanny” has a particularly negative connotation
All the same, though, watch out for those canny bulls. 
Re: uncanny.
It’s often used as a translation for the German word unheimlich, which means “not at home,” or uncomfortable.
ZJ