my:  My is simply a reduced form of mine, which used to be an adjective, but is now restricted almost entirely to pronoun use. At first it was used only before consonants (except h), but gradually from the 14th century it came to be used before all nouns, whatever their initial sound. The first record of its use as an exclamation (short, of course, for my goodness!, my word!, etc) comes from the early 18th century. => me, mine
c. 1200, mi, reduced form of mine used before words beginning in consonants except h- (my father, but mine enemy), and from 14c. before all nouns. As interjection, by 1825, probably a shortened form of my God!