More specifically, it originates from the town of Edam in the province of North Holland.
The name "Edam" is a combination of the town's name and the Dutch word for "cheese" - "kaas" (pronounced "kows").
It's interesting to note that while Edam cheese is named after the town, it's actually produced all over the Netherlands and even in other countries. However, the original and most authentic Edam comes from the region around the town of Edam.