The only free and comprehensive online etymological dictionary of the Spanish language
consigo (Adverb) "with him, her, it"
Prefix con- "with" added to Old Spanish sigo "with him, her, it," from Latin secum 'id.,' a compound of se, third-person pronoun, and cum "with."
Portuguese cônsul, French consul, Italian console
Old Irish selb "possession," Welsh helw 'id.'
Gothic saljan "to sacrifice," Old Norse selja 'id.,' Old High German sellan "to sell," Old Saxon gi-sellian 'id.,' Old English sellan 'id.' (English to sell)
Ancient Greek ἑλεῖν (eleîn) "to take"

The word secum in Latin became *sego/*sigo in Vulgar Latin. The phonological change from -cum to -go led to confusion of its meaning, as it was no longer identifiable as the word cum "with." By the time of Old Spanish, the word (now evolved into sigo) was unclear and con- was added to reinforce its meaning. The same process happened in conmigo, contigo.