The funny answer to that question is that it’s an acronym: Guys Only Ladies Forbidden. But that’s completely wrong.
There are a lot of theories about the origin of the word golf.
One theory is that it derives from Klof, a stick and ball game has been played in the Netherland since at least 1297. But it is a long way from Kolf to Golf. Kolf is played on an indoor course some 17.5 metres long and 5 metres wide, marked with looping scoring lines, and with an ornate wooden post planted at each end. And, the name of the club apparently is a kliek. (Dutch speaking readers should correct me on this, if necessary.) At any rate, the explanation might be more convincing if the Dutch game in any way resembled the Scottish. It doesn’t.
Further, lots of countries have played stick-and-ball games. The Romans had a stick and leather ball game called paganica. The Chinese had such a game. And the Maya. So did the Belgians and French, with a game called chole. That a game is played with a stick and ball doesn’t make it a precursor to golf. Everybody had a stick-and-ball game. So there’s no reason to suppose that the Scots had to borrow theirs from someone else.
The first written record of the word golf comes from March 6, 1457, when King James of Scotland banned the game. The edict reads in part: ….that fute-ball and golfe be utterly cryed downe, and not be used…. (Behind James’ seemingly random order was that the Scots at that time had been on the losing end of several conflicts with the English, thanks in no small part to the English mastery of the longbow. King James thought that instead of practicing golf, the Scots should be at their butts —the medieval term for an archery range. Golf had gotten in the way of national security.)
That King James had to issue an edict against the game indicates that it was well established—perhaps central—in Scottish culture at that point. After all, it was so ingrained and so widespread that the King had to ban it. Given the slow way in which things tended to travel in those days, it’s likely that the game had been played for a very long time prior to that. I’ll bet that the game in Scotland predates the 1297 origin of Kolf.
Other early written references refer to the sport as gouff, goiff, goffe, goff, gowff or golph. Note that no one, apparently, has found a version that begins with a “K”—which would be likely if the origin was Kolf.
There is, however, an old Scottish word, goulf (alternatly gowf, golfing, golfand), which means ” to cuff, or strike.” (again, any native Scots are invited to correct me on this). It seems likely to me that “goulf” is the origin of the game’s name. .