The story
From the phrase “Thy kingdom come” from the Lord’s Prayer which is recorded in Matthew 6:9–13 and Luke 11:2–4 in the Bible: see, for example, Matthew 6:10 in the King James Version (spelling modernized): “Thy kingdom come. Thy will be done, in earth, as it is in heaven.” By these sentences, Jesus seeks the establishment of the rule of God the Father over the Earth in the future.
Etymology from Wiktionary, CC BY-SA 4.0.