I don't know much about the distribution of the /h/ pronunciation, though it seems to be dying out, at least in the US. I remember being told in second or third grade that you were supposed to pronounce the h, and I thought that that was silly, because nobody pronounced it.
As for the question of where it comes from, well, it depends on how much of a historical linguistics lesson you want. The short answer is that in Old English, it was spelled hw, which makes much more sense, because that's how it's pronounced, but the Anglo-Norman scribes after William the Conqueror decided to switch it for some reason (maybe because there were already several combinations with a letter and then an h in French, so it made it consistent).
The ultimate source of the hw sound is the Proto-Indo-European *kw, which is also the source of the qu words in Latin. So English has who and what while Latin had quis and quid. The interrogative pronouns and adverbs all look the same because they're all formed from the same original PIE interrogative particle, just with various case endings of suffixes tacked on. (The, this, that, these, those, then, and there all look alike for similar reasons.)
Who is an outlier for phonological reasons. In Old English it was hwa, but as the vowel shifted upward to its modern /u/, the /w/ was dropped because it's difficult to make a sequence of two very similar vowel or semivowel sounds. The same thing happened in other words, like sword. And the same thing that happened to who actually happened to how at a much earlier stage, so by the time it was first written down, the /w/ was already gone.
