Ok, so there is a village in Somerset and it's called 'Chedzoy'. I know there is a 'g' missing. However, Chedgzoy is one of the number of variations that have come from 'Chedzoy'. For more infomation check out these useful pages
If you are a football fan you might be interested that an Everton and England player with the name played between 1910-1926. He helped to force a change in the corner kick law, by trying to score a goal by dribbling the ball directly from the corner.
Head on over to Wikipedia for more info about Sam Chedgzoy.