What country was eggnog originated in?

Eggnog is related to the milk and wine combinations that had traditionally been made long ago in Europe. However, in Colonial America, rum was used in place of the wine. Rum was commonly called "grog" by the Colonists, so the name eggnog is very likely derived from the descriptive term for this drink, "egg-and-grog", which corrupted into egg'n'grog and after a while became known as "eggnog".