Golf “caddies” were named that by Mary Queen of Scots.

Some say that the term caddie was originally coined by Mary Queen of Scots in 1552. Here’s the story: She was the first female to play the game of golf. When she was living in France during her youth, it was traditional for French military cadets to carry the clubs of royalty. The cadets carrying golf clubs actually came to be called caddies due to the French language. The word cadet in French is pronounced “ca-dee,” thus the term. The word traveled to Scotland when Mary returned there in 1561. The first problem with this is that the French word is NOT pronounced Cadee, but more like something between Caday and Cadeh.

Another is the claim that she was the first woman to play golf. Possible but highly unlikely. 
However, according to the Oxford English Dictionary, caddy or caddie comes from the word “cadet,” from the French, meaning a younger son or younger brother, or the junior branch of the family. The first known written use was 1610, when it meant, “a gentleman who entered the army without a commission to learn the military profession and find a career for himself (as was regularly done by the younger sons of French nobility before the French Revolution).”

Caddie definition #1 from the Scots, 1730, “lad or man who waits about on the lookout for chance employment as a messenger, odd-job man, etc.” 1817 “a caddy came with a large parcel to Mrs. Hogan’s house.”

Definition #2, 1634, from the Scots “a young gentleman latelie come from France, pransing . . . with his short skarlet cloake and his long caudie rapier.”  Or 1776 “with his sword by his side like a cadie.”

​1908 #3 caddy: verb, to act as caddy for a golfer  
While we can’t know whether Mary Queen of Scots was really the first woman to play golf, the word origin part of the story seems

Traditional caddying involves both the golfer and the caddie walking the course. The caddie is in charge of carrying the player’s bag, and walks ahead of the golfer to locate his ball and calculate the yardage to the pin and/or hazards. This is the most common method used in golf clubs and is the only method allowed in the PGA and LPGA. The three "ups" of caddying are: show up, shut up, and keep up.

Fore-Caddying entails the caddie walking while the players ride in carts. The fore-caddie will give a hole description and then walk ahead to spot the players tee shots. The caddie then gets the players yardage (either with a GPS watch, laser, course knowledge, or sprinkler heads) while the players drive their carts from the tee to their shots. The caddie walks ahead again to spot the golfers next shots. This process is continued until the players reach the green. Once on the green the caddie will read greens (if asked per proper golf etiquette), clean golf balls (if asked), fix ball marks, and attend the flag. The caddie is also responsible for raking traps on the course. Caddies will help with club selection, reading greens, weather variables, and marking balls on the green but should do so only if asked by the player. More than anything else, the caddie is there to make the player's round enjoyable by taking care of menial tasks, speeding up play, and providing mental support if asked.