According to "A dictionary of Australian colloquialisms" by G.A. Wilkes (a copy of which is in my hand as we speak) the term "cocky" was first used in print by Rolf Boldrewood in 1877: 'If it wasn't for these confounded cockies' said Mr Windsor 'that big flat would be a first-rate place to break 'em into'.

'Cocky's joy' is golden syrup, so named because a scraping of said sweet treat on a slice of damper (home made bread cooked over a fire) was probably the happiest thing in the daily life of a cocky farmer. People of my generation and older always refer to golden syrup as 'cocky's joy'.