The story
Calque from Chinese 千里之行,始於足下 (qiānlǐ zhī xíng, shǐyú zú xià), quoted by the Chinese philosopher Laozi in the Tao Te Ching. This quote is sometimes erroneously attributed to Laozi's contemporary, Confucius, or to the Japanese.
Etymology from Wiktionary, CC BY-SA 4.0.