origin of why in phrases

[johnstur]

Why is the word "why" used in phrases like "Why of course" and "Why thank you"?

[Postdog]

why, I don't know!.

(Sorry, couldn't resist)

[Quizmonster]

'Why' has been used in this way since the 1500s...that is as an interjection with an element of surprise or a suggestion of the unexpected. So, in your example, the idea is that - whatever was said or done - pleasantly surprised the speaker.