12c., a shortening of Old English ic, the first person singular nominative pronoun, from Proto-Germanic *ek (source also of Old Frisian ik, Old Norse ek, Norwegian eg, Danish jeg, Old High German ih, German ich, Gothic ik), from PIE *eg- "I," nominative form of the first person singular pronoun (source also of Sanskrit aham, Hittite uk, Latin ego (source of French Je), Greek ego, Russian ja, Lithuanian aš).

Reduced to i by mid-12c. in northern England, later everywhere; the form ich or ik, especially before vowels, lingered in northern England until c. 1400 and survived in southern dialects until 18c. It began to be capitalized mid-13c. to mark it as a distinct word and avoid misreading in handwritten manuscripts.

The reason for writing I is ... the orthographic habit in the middle ages of using a 'long i' (that is, j or I) whenever the letter was isolated or formed the last letter of a group; the numeral 'one' was written j or I (and three iij, etc.), just as much as the pronoun. [Otto Jespersen, "Growth and Structure of the English Language," p.233]

The dot on the "small" letter -i- began to appear in 11c. Latin manuscripts to distinguish the letter from the stroke of another letter (such as -m- or -n-). Originally a diacritic, it was reduced to a dot with the introduction of Roman type fonts. The letter -y- also was written with a top dot in Old English and early Middle English, during the centuries when -i- tended to be written with a closed loop at the top and thus was almost indistinguishable from the lower-case thorn (þ). In names of U.S. highways (by 1966) it is short for Interstate (adj.).

"obsessive self-centeredness," 1825 (in a letter of English critic William Sidney Walker, published in 1852), from ego + mania. Not in common use before 1890s, where it translated German Ich-Sucht.

[The egomaniac, as opposed to the megalomaniac,] does not regard it as necessary to dream of himself as occupying some invented social position. He does not require the world or its appreciation to justify in his own eyes himself as the sole object of his own interest. He does not see the world at all. Other people simply do not exist for him. The whole 'non-Ego' appears in his consciousness merely as a vague shadow or a thin cloud. The idea does not even occur to him that he is something out of the common, that he is superior to other people, and for this reason either admired or hated ; he is alone in the world ; more than that, he alone is the world and everything else, men, animals, things are unimportant accessories, not worth thinking about. [Max Nordau, "Degeneration," English translation, 1895]

Nordau's book was much-read, debated, and cited at the time and the word was associated with him (e.g. The Agora, July 1895).

Walker's use aside, its infrequent print appearance before 1895 seems to have been largely in the side of medicine that dealt with psychological matters:

The most frequent, yet the most extraordinary of these perversions of temper, are seen in young females. It is a species of aberration of the intellect, but short of insanity, real enough, but exaggerated, fictitious, factitious, and real at the same time. It frequently has its origin in dyspepsia, hysteria, or other malady, and in emotion of various kinds, such as disappointment, vexation, &c. Its object is frequently to excite and to maintain a state of active sympathy and attention, for which there, is as it were, a perpetual, morbid, and jealous thirst. It was rather aptly designated, by the clever relative of one patient, an ego-mania. [Marshall Hall, M.D., "Practical Observations and Suggestions in Medicine," London, 1845]