See biography by G. Burnet (1682, repr. 1972).
There was no single family which first took the name; it emerged independently across many parts of the United Kingdom - they took their name from where they lived. People who lived in a halh, - which was a specialised term for the slightest hollow which could afford shelter to a settlement, as opposed to the larger cumb or valley - could be found all over the country.
See also MacHale.