Actually,
whence is an adverb and a conjunction, not a preposition. But that's okay, because all three of those categories often run together in English.
There is nothing wrong with
from whence. Apparently, for as long as the word
whence has existed, so has the phrase
from whence. It's not always necessary, but sometimes it just feels wrong if you leave out the
from.
Here's a decent article on the subject. It's not very comprehensive, but it makes its point: the construction is about 700 years old, but no one thought to criticize it until the mid-1700s. It's just another example of eighteenth-century grammarians making ridiculous and ill-founded usage proscriptions.
