Source — Wiktionary, "hygge"

Extract

Gives the Danish noun's etymology as: Old Danish hyggiæ ("to think") < Old Norse hyggja ("to think") < Proto-Germanic *hugjaną ("to think, reconsider").
States explicitly: "The modern meaning has been taken over from Norwegian in the 19th century" — i.e. the word's form is old Scandinavian/Old Norse, but its modern sense of coziness/comfort is a 19th-century borrowing of a Norwegian usage into Danish, not a native Danish semantic development. This corroborates, with more precision, the Norwegian-origin claim already on file from Luu (JSTOR Daily) — Luu calls the word itself "a Norwegian loan"; Wiktionary's finer-grained claim is that the word is old Common Scandinavian but the modern meaning specifically was reimported from Norwegian in the 1800s.
Gives the plain Danish definition of the noun as "cosiness" (uncountable, no plural), separate from the English borrowing's own definition.

No citation trail of its own (Wiktionary entries do not carry inline sourcing); treat every claim above as tertiary and unconfirmed against a primary etymological dictionary (e.g. Ordbog over det danske Sprog or Den Danske Ordbog's etymology notes, not yet consulted).
Does not date the word's earliest written Danish attestation.