In the old Witch language, they called it Géol.
The Vikings called it Jól.
The Goths—the Elder, not the Latter-Day, kind—called it Jiuleis.
All three names descend from the Proto-Germanic Jehwla (or Jegwla), the great Midwinter festival of Germanic-speaking peoples some 2300 years ago.
No one knows what it originally meant. That, of course, doesn't stop the storytellers. If anything, it encourages us.
Some would connect it with gel. It's that freezing time of year, after all.
Some say yell instead. Crying Yule used to be (and, in some places, still is) a favored accompaniment for Midwinter line-dancing.
Some claim a kinship with wheel: probably the most mythic of the proposed etymologies.
Good stories, maybe, but none of them historical.
One possible (if disputed) connection is with (aptly enough) the word jolly. English got the word from French, which (if the tale is true) picked it up from Norse: jolly from Jól, like festive from feast.
Indeed, Yule would seem to have been then (as it is now) the definitive feasting of the year. The Devil promised a 17th-century Scottish witch, “You shall eat every day as if it were Yule.” In the lateral-thinking vocabulary characteristic of Norse kennings, Yule became synonymous with feast. Huginn's Yule (Huginn being one of Oðinn's ravens) = raven's feast = (of course) battle. In Norse poetry, pretty much everything is a kenning for battle.
Etymologists have labored mightily for years to come up with a convincing Indo-European derivation for the name of the Old Germanic feast, but none seems to be forthcoming.
This is interesting. People don't generally make up words out of nowhere; rather, they coin new words from ones that they already know. (The ancestor of the word wheel—speaking of which—originally meant a “turn-turn.”)
So chances are that 2300-odd years ago, the ancestors of the tribe of Witches picked up the name Yule (though not the festival itself) from someone else: presumably from the old pre-Indo-European population of wherever they were living at the time.
The reclamation of the word Yule is one of English-speaking paganism's strokes of genius. The word Yule had lingered for centuries as a sort of impoverished relative of Christmas but (outside of Scotland) was rarely used by anyone except headline-writers.
Along come the pagans, and zap! Suddenly the word has new life, and a specific new application.
Which, as it happens, is much closer to the original meaning of the word.
It's hard not to see this as a quintessential example of just how it is that modern paganism operates at its best.
It's the Fourth Day of Yule 2016 as I write this. Tonight Pagans, Jews, and Christians rejoice together.
Good old Yule.