File this under: things you never thought to think about.  Why do Americans say "OK" so much? Turns out, the word was invented as a joke, and just sort of stuck around.
It was on March 23, 1839, in a Boston newspaper, that the newspaper first used 'o.k.' and explained those as an abbreviation for 'all correct.' And, of course, the joke was that 'o' is not the beginning of 'all' and 'k' is not the beginning of 'correct.' So this thing supposedly all correct was not all correct.

VOA Learning English has an interesting interview with the author of a new book all about how "OK" was invented and became part of everyday speech.