Marmalade was not originally made from oranges. It was made from quinces, and the name says so in Portuguese.
Marmelo is Portuguese for quince, and marmelada is quince paste, a firm, sliceable preserve. Behind marmelo is Latin melimelum, a sweet apple, which Etymonline describes as fruit of an apple tree grafted onto quince. The Latin comes from Greek melimelon, built from meli, "honey," and melon, "apple." So marmalade is, at bottom, a honey apple.
The word reached English remarkably early. The Oxford English Dictionary's first citation is a letter of 1480 from an Exeter merchant, mentioning "orenges and marmelate." Etymonline gives a later date, the 1530s, and routes the word through French marmelade. In 1514, when Mary Tudor travelled to France to marry Louis XII, her provisions included a box of quince marmalade. Close medieval trade between England and Portugal probably explains the early borrowing. This English marmalade was a stiff paste, often flavored with rose water or musk and cut into squares.
Over the 1600s the word widened to cover preserves made from citrus fruit, and orange marmalade eventually took over the name. Since 1981, European rules have restricted the commercial term to citrus preserves.
Then there is the famous story. Mary, Queen of Scots, is said to have been ill and able to stomach only an orange conserve. Her French attendants supposedly murmured "Marie est malade," Mary is ill, and the phrase became marmalade. The dates kill it. Mary was born in 1542, more than sixty years after the 1480 letter. Grammarphobia notes the word existed long before either Mary, or Marie Antoinette, who stars in some versions.
The tale itself turns up much later. The earliest version Word Histories found is a 1902 report in the Dundee Courier, of a speech at a London dinner of the Forfarshire Association. By then the quince had long been forgotten.
The honey half of the word has relatives in English. Etymonline links Greek meli and Latin mel, "honey," to mellifluous and molasses. The apple half, Greek mēlon, was borrowed into Latin as malum, which gave malic, "pertaining to apples."