means a sudden, passing desire or notion that seizes you without warning or reason

from A clipping of the older 'whim-wham,' a playful 17th-century reduplication meaning a trinket, fancy, or odd notion — the kind of bouncy nonsense-word English loves to make. By the late 1600s 'whim' had broken off on its own to mean a fanciful idea or sudden caprice. The deeper roots are murky; it's possibly related to Scandinavian words for whirling or wavering (compare Old Norse 'hvima,' to let the eyes wander), which fits a thing that flickers in and gives no account of itself.