The Wikipedia entry on that one is a fun read. I’ve heard most of these possible origins before, but nobody is actually sure of the true origin of the phrase. It’s kind of frustrating, but also pretty neat that we still use a phrase long after we forgot where it came from.
“Quitting cold turkey” - I never actually thought about this one, but apparently it’s directly related to addiction (which seems kind of obvious now that I do think about it). When you quit an addiction abruptly, you sometimes get that cold goosebump skin like a cold turkey.