I was amazed to see "capricious" derived from "head of a hedgehog", and to see Merriam Webster present that origin, with a "perhaps". The OED agrees with what I'd always thought, that it's from "capra", Latin for "goat"--well, OED comes through the Italian: "Italian capriccio sudden start, motion, or freak, apparently < capro goat, as if ‘the skip or frisk of a goat’".

Note: the etymology in the on-line OED dead-ends with a "see above" as though you were reading the paper dictionary. I looked at "caprice", which lead me to "capriccio", to get to the derivation above.