Wikipedia has the origins and probably links to more info, but says 'witching hour' has its origins in a poem from 1775 called "Night, an Ode".. but it could go further back to 1535 when the catholic church banned activities between 3-4am due to fear of witchcraft spreading and using 3am as its the inverse of when Jesus supposedly died (3pm)

Another folklore thing with it is the hour after midnight and it's sometimes called the "devils hour"