Where does the word "pragma" come from?

According to a US Government-owned(!) document describing the design of Ada: Rationale for the Design of theAda® Programming Language :

A pragma (from the Greek word meaning action) is used to direct the actions of the compiler in particular ways, but has no effect on the semantics of a program (in general).

I like the (last caveat) there...

This cross references well with on-line greek dictionaries (e.g. as quoted by Martin York) that say pragma (πράγμα, as commented on the original question by asveikau) means:

1. that which has been done, a deed, an accomplished fact
2. what is done or being accomplished
   1. spec. business, a commercial transaction
3. a matter, question, affair
   1. spec. in a forensic sense, a matter at law, case, suit
4. that which is or exists, a thing

Seems the key to understanding is the word action rather than information.

In mathematics and logic, a pragma is a given, a fact, a prerequisite to the argument, problem, or proof which follows.

Pulled right from Wikipedia(programming):

In Ada, compiler directives are called pragmas (short for "pragmatic information").

While it's not explicitly for C, this should answer your question anyway. However, as T.J. pointed out, there is no valid source given for this piece of information.