We know, or think we know, that part of the Indo-European language migrated from east-central Europe to north-central and northwest Europe, becoming Germanic along the way. Perhaps the Indo-europeans were valiant warriors who conquered their way across Europe, or perhaps they were just technologically advanced persons (bronze-users, maybe) whose wealth led to the spread of their language. Or perhaps there was no migration of people involved at all, and the language just spread in this manner. We may never know; but the language history seems clear, that there was a march, of language at least, to the north and west.

Along the way, the pre-Germanics met another people near the North Sea, and adopted many new words from them, including some of the most basic words of our present-day vocabulary such as bride, wife, child, hand, shoulder, leg, bone. (This is a terrific puzzle--Why would a migrating people abandon such basic native words to adopt new ones?)⁽¹⁾ At about the same time, the IE roots underwent dramatic sound shifts, in which IE consonants changed to Germanic consonants. This took place in several phases. First, P, T, K and KW evolved into F, TH, H and HW. The effect of this change can be seen in words which have derived from the same original root. Such words may have similar or related meanings, but different forms because they come down to us today from Germanic (where the sound change took place) versus Latin (or the Romance languages) (where the sound change did not happen). For instance, FaTHeRly is Germanic in origin, while PaTeRnal is from Latin. A few other pairs:
 

Later (generations? centuries? We don't know) B, D, G and GW became P, T, K and KW, which restored some of the consonants Germanic had lost in the previous switch. Examples:
 

Still later, there was yet another shift, as IE consonants that we've lost altogether (usually represented as BH, DH, GH and GWH) became B, D, G and GW (sometimes B?). This shift is harder to demonstrate because we don't have tidy examples of the difference, since these same IE consonants underwent different sound changes in Latin and other languages. A few related pairs, however:
 

Collectively, these changes are the Great Consonant Shift (also known as Grimm's law, for the first publication), which made Germanic very different from proto-Germanic, but in a patterned, predictable way.

A few other cognates, including some surprises, from different roots that Grimm's Law helps explain:
 

So, to get back to "hockey," here's my theory on kiddie-speak for number two:

It's widely accepted that "ca-ca" (with various spellings) derives from IE *kekw-, meaning to excrete. English took the word from Spanish, essentially without change. Via Greek, we have "cacophony," literally shitty sound, and from Latin via Dutch, "poppycock," literally soft feces.

My theory is that hockey simply reflects the established proto-Germanic to Germanic sound shift from k- to h-, hence "haka" or "hockey." Real linguists object that the second k should have changed as well.

1.  And they did have words of their own. The pre-Germanic word for leg was related to shank, which survives in some British place-names. The IE root for bone is *ost-, which was lost from old English, but which modern English has reimported from French and Latin in osteopathy, ossify, and so forth.

2.  The IE root is thought to mean a person to whom one owes the duty of hospitality, hence either a guest or a host.

3. The IE root means to split.

4. The IE root meant give or receive.

5. Paradise means walled garden--picture the bricks being kneaded.