late 15c., "bellows for an organ," from wind (n.1) + bag (n.). Figurative sense of "person who talks too much" is attested from 1827.
Entries linking to windbag
wind n.1
"air in motion," Old English wind "wind," from Proto-Germanic *winda- (source also of Old Saxon, Old Frisian, Middle Dutch, Dutch wind, Old Norse vindr, Old High German wind, German Wind, Gothic winds), from PIE *wē-nt-o‑ "blowing," suffixed (participial) form of root *we- "to blow."
Normal pronunciation evolution made this word rhyme with kind and rind (Donne rhymes it with mind and Thomas Moore with behind), but it shifted to a short vowel 18c., probably from influence of windy, where the short vowel is natural. A sad loss for poets, who now must rhyme it only with sinned and a handful of weak words. Symbolic of emptiness and vanity since late 13c.
I have forgot much, Cynara! gone with the wind. [Ernest Dowson, 1896]
Meaning "breath" is attested from late Old English; especially "breath in speaking" (early 14c.), so long-winded, also "easy or regular breathing" (early 14c.), hence second wind in the figurative sense (by 1830), an image from the sport of hunting.
Winds "wind instruments of an orchestra" is from 1876. Figurative phrase which way the wind blows for "the current state of affairs" is suggested from c. 1400. To get wind of "receive information about" is by 1809, perhaps inspired by French avoir le vent de. To take the wind out of (one's) sails in the figurative sense (by 1883) is an image from sailing, where a ship without wind can make no progress. Wind-chill index is recorded from 1939. Wind energy from 1976. Wind vane from 1725.
bag n.
"small sack," c. 1200, bagge, probably from Old Norse baggi "pack, bundle," or a similar Scandinavian source. OED rejects connection to other Germanic words for "bellows, belly" as without evidence and finds a Celtic origin untenable. In some senses perhaps from Old French bague, which is also from Germanic.
As disparaging slang for "woman" it dates from 1924 in modern use (but various specialized senses of this are much older, and compare baggage). The meaning "person's area of interest or expertise" is by 1964, from African-American vernacular, from jazz sense of "category," probably via notion of putting something in a bag. The meaning "fold of loose skin under the eye" is by 1867. Related: bags.
To be left holding the bag (and presumably nothing else), "cheated, swindled" is attested by 1793. Many figurative senses, such as the verb meaning "to kill game" (1814) and its colloquial extension to "catch, seize, steal" (1818) are from the notion of the game bag (late 15c.) into which the product of the hunt was placed. This also probably explains modern slang in the bag "assured, certain" (1922, American English).
To let the cat out of the bag "reveal the secret" is from 1760. The source is probably the French expression Acheter chat en poche "buy a cat in a bag," which is attested in 18c. French and explained in Bailey's "Universal Etymological English Dictionary" (1736), under the entry for To buy a pig in a poke as "to buy a Thing without looking at it, or enquiring into the Value of it." (Similar expressions are found in Italian and German; and in English, Wycliffe (late 14c.) has To bye a catte in þo sakke is bot litel charge). Thus to let the cat out of the bag would be to inadvertently reveal the hidden truth of a matter one is attempting to pass off as something better or different, which is in line with the earliest uses in English.
Sir Joseph letteth the cat out of the bag, and sheweth principles inimical to the cause of true philosophy, by wishing to make great men Fellows, instead of wise men ["Peter Pindar," "Peter's Prophecy," 1788]