The name Shay has its origins in the Irish language, deriving from the Gaelic word 'sé' which means 'admirable' or 'worthy of esteem'. It is believed to have emerged as a given name in Ireland during the medieval period, sometime between the 5th and 15th centuries AD.

Shay is a variant spelling of the more traditional Irish name Seán, which is the Irish equivalent of the English name John. The name Seán itself is derived from the Hebrew name Yohanan, meaning 'Yahweh is gracious'. This connection to the Hebrew language suggests that the name Shay may have been influenced by early Christian missionaries who brought biblical names to Ireland.

One of the earliest recorded instances of the name Shay can be found in the Annals of the Four Masters, a chronicle of medieval Irish history compiled in the 17th century. The chronicle mentions a man named Shay O'Byrne, who was a chieftain of the O'Byrne clan in County Wicklow during the 14th century.

Throughout history, several notable individuals have borne the name Shay. One of the most famous was Shay's Rebellion, a series of armed protests led by Daniel Shays in 1786-1787 against economic policies in Massachusetts following the American Revolutionary War. Shays, a former Continental Army captain, was born in 1747 and died in 1825.

Another prominent figure was Shay Patrick Cormac O'Connor, an Irish politician and barrister who served as Lord Chief Justice of Ireland from 1904 to 1924. He was born in 1847 and passed away in 1935.

In the literary world, Shay Duffin was an Irish novelist and short story writer who gained recognition for his works depicting rural life in Ireland. He was born in 1888 and died in 1967.

In more recent times, Shay Given, an Irish former professional footballer and goalkeeper, played for several clubs including Newcastle United and Manchester City. He was born in 1976 and retired in 2018.

Shay Mooney, an American country music singer and songwriter, is best known as one half of the duo Dan + Shay. He was born in 1992 and continues to actively perform and record music.