Where did the term nervous nellie come from?

Ever heard the phrase, "Whoa, Nellie"? Nell, or Nellie, was an late 19th to early 20th century nickname for a female horse. It was particularly applied to one hitched to a wagon or buggy, probably because those mares were either the only one owned by the household or were the horse most tamed for the harness. Remember, this was the world before and on the cusp of the automobile. A horse was very important for transportation. Being close to the family, much like a pet, the horse would tend to be called by a name; a common name for a mare was Nell, or at least it was common enough that if you referred to a mare, you might use the term Nell. Horses can be jumpy or anxious in novel or quickly changing situations, a characteristic of the crowding of small towns and cities during this era. The horse could always be surprised or frightened by something around the next corner, or the ever changing activity around them. Hence the term Nervous Nellie came to be applied to a horse when it became jumpy in these situations.