The first macarons were created in Italy by the chef of Catherine de Medici for her wedding to the future king of France. They were simple cookies, without fillings, made from almond powder, sugar, and egg whites. As they made their way through Europe into France (even making an appearance at the wedding of Louis XIV) they began to evolve. Many towns throughout France have their own prized tale surrounding this delicacy. The macaron as we know it today literally came together in Paris with the addition of fillings and sandwiching two cookies together.
The word "macaron" has the same origin as "macaroni" -- both mean "fine dough". It is pronounced like “macaroni” without the “i”.