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Today we use the term "bug" without further thought to refer to a problem in a computer or it's software. The original "bug" was a moth that had gotten into an early vacuum-tube-based computer, causing a short circuit which resulted in an error in the operation of its logic circuits.
While that's a great story it sadly isn't true, the word 'bug' to describe unexplained defects can be traced in mechanical engineering well before the invention of computers - see Wikipedia [en.wikipedia.org].
A very early computer (1940s) did malfunction due to an insect and was described as the "first actual case of bug being found" - see wikipedia image [en.wikipedia.org] - but it wasn't the origin of the term.