Where does the * sign of ungrammaticality come from? Was there any reason for choosing exactly this sign?
From Arnold Zwicky's Blog:The stigma of ungrammaticality:
On the Stanford linguistics newsletter site (the Sesquipedalian) yesterday, Arto Anttila asked who was the first person to use the asterisk to mean ungrammaticality:
This question was brought up in the Foundations of Linguistic Theory class on Friday… I have been able to confirm that * was used to mean ungrammaticality as early as in 1963 by R. B. Lees and E. S. Klima in their article ‘Rules for English Pronominalization’, Language 39(1), 17-28. The relevant sentence is on p. 18:
(8) *I see himself.
The example is followed by a long footnote where Lees and Klima patiently explain what * means. They cite no precedents. These facts together strongly suggest that one of them is the originator of the notation. But we may never know which. Lees passed away in 1996 and Klima in 2008.
… Thanks to Martin Kay for asking the question and to Paul Postal for suggesting the answer.
Beth Levin checked Lees’s The Grammar of English Nominalizations (1960) and found that it has asterisks of ungrammaticality in it, starting on p. 7, where an asterisked example is given without comment. ... [skipped] ...
I recall seeing asterisk used to mean, approximately, "hypothetical but non-occurring" in Hendrik Poutsma's A Grammar of Late Modern English, published early in the 20th century. (It is one of the three great traditional grammars of English.)
Poutsma does not explain his usage. I gathered from the context that he is using asterisk in the way a modern grammarian would.