Like many words, the meaning of eerie has altered over the centuries. Ask anyone today and they’ll likely tell you it describes something mysterious, uncanny, or spine-chilling. We’re not quite sure about something eerie. We just know it’s strange, not quite right. The first evidence of that meaning—something evoking fear because of its strangeness—is from 1792. Previously, eerie meant someone was timid or affected with superstitious fear. Somehow usage transferred eerie from the victim to the object inspiring the fear. Both meanings are still with us today, though the original meaning lives on chiefly in Scottish areas. If you want to sound clever (or simply confusing), you can employ both meanings in the same sentence: The eerie boy hid behind a monument when he heard the eerie howl in the graveyard.
Eerie (also spelled eery) derives from Middle English eri, which is a north England and Scottish variant of Old English earg, meaning cowardly. Earg comes from Proto-Germanic *argaz, which has cognates in Old Frisian erg (evil), Middle Dutch arch (bad), Old High German arg (cowardly), German arg (wicked), Old Norse argr (unmanly), and Swedish arg (malicious). Interesting how the meanings of the cognates range from something cowardly to something wicked.
The name of the city Erie in northwestern Pennsylvania or the great lake have nothing to do with things mysterious or uncanny. Both names are shortened forms of Erielhonan, a Native American people that lived in the area. The Erielhonan were decimated in wars with the neighboring Iroquois during the 17th century and were eventually absorbed into the Seneca nation.