The first appearance of Morgen le Fay in connection to Arthurian legend was in Geoffrey de Monmouth’s Vita Merlini. In this telling of the tale, Morgen was the chief sister of nine on the Fortunate Isle, also known as the Isle of Apples, which became Avalon in later retellings. It was here that the magical sword Excalibur was forged, and it was also here that King Arthur was brought after his defeat at the Battle of Camlann. Morgen healed his wounds and he lived on upon the island.
It is believed the Morgen’s first incarnations were as a fay in the British Isles, thus her name. Her origins have been connected to several Celtic goddess, including the Irish Goddess Morrigan, and the Welsh Goddess Modron. A wonderful book for any of those interested in more reading on this would be Studies in the Fairy Mythology of Arthurian Romance by Lucy Allen Paton.