Both ecenglish.com and the Phrase Finder agree that the meaning of the expression is to find yourself in a difficult situation or that you have a problem that has no easy solution. They also agree that “The word ‘pickle’ comes from the Dutch word ‘pekel,’ meaning ‘something piquant’, and originally referred to spiced, salted vinegar that was used as a preservative.” Phrase Finder adds that, “The earliest pickles were spicy sauces made to accompany meat dishes.” Preserved vegetables came to be called pickles.

Another explanation is that the expression “…was an allusion to being as disoriented and mixed up as the stewed vegetables that made up pickles.” That is a gory reference to a mythical description of King Arthur’s diet. “He dines all season on seven rascal children, chopped, in a bowl of white silver, with pickle and precious spices.”