Old English wundor "marvelous thing, miracle, object of astonishment," from Proto-Germanic *wundran (source also of Old Saxon wundar, Middle Dutch, Dutch wonder, Old High German wuntar, German wunder, Old Norse undr), of unknown origin. In Middle English it also came to mean the emotion associated with such a sight (late 13c.). To be no wonder was in Old English. The original wonder drug (1939) was Sulfanilamide.
Old English wundrian "be astonished," also "admire; make wonderful, magnify," from the source of wonder (n.). Cognate with Dutch wonderen, Old High German wuntaron, German wundern. Sense of "entertain some doubt or curiosity" is late 13c. Related: Wondered; wondering.
Reflexive use (It wonders me that "I wonder why ...") was common in Middle English and as late as Tindale (1533), and is said to survive in Yorkshire/Lincolnshire. In Pennsylvania German areas it is idiomatic from German das wundert mich.