Shakespeare was probably the first to use this expression, possibly describing the difficulty of being stuck in the pickling liquid made from brines and vinegar, used to preserve food.

    ALONSO:
    And Trinculo is reeling ripe: where should they
    Find this grand liquor that hath gilded 'em?
    How camest thou in this pickle?

    TRINCULO:
    I have been in such a pickle since I
    saw you last that, I fear me, will never out of
    my bones: I shall not fear fly-blowing.