Unknown origin. There are several theories, none with much evidence.
Perhaps from Proto-Germanic*dukkǭ(“power, strength, muscle”) + diminutive suffix -ga, probably meaning “little dynamo” in the original sense. Akin, if so, to Old English -docce(“muscle”) (compare fingerdocce(“finger-muscle”)).
Perhaps from Cornishdorg(“terrier”), from Cornish dor(“earth or ground”).