There are several theories about the origins of Kokeshi dolls, but it is generally thought to have started in the later stage of the Edo period, i.e. around 1810 - 40, when lathe craftsman made small wooden objects around hot springs for the souvenir for farmers staying there to recruitment.
Most of the dolls come from the Tohoku region of northern Japan and no one knows why it started there.
One theory is, that the farmers of the cold Tohoku region worked in the water filled rice paddies, and went to the hot springs to relax in the thermally heated water between their field works. The hot springs were situated in the mountains, where were believed to be spiritual world. The farmers thought that they could recover their agricultural power in the hot springs bath, as the womb of earth mother, during re-birth processes. They bought two or three dolls to bring them back to the villages as a visual evidence of their rejuvenation. At the same time, the farmers expected to bring back the power of mountain spirits with Kokeshi dolls to their village, which power ensure the good harvest this year or family prosperity with fertility. Kokeshi was a symbolical doll in the farmer's mythological cosmos.
The dolls then ended up as toys for children.
