Why do novenas usually last 9 days (or if said weekly 9 weeks)?

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Why nine? Why not three or twelve or forty?

Also who first formulated a novena prayer?
 
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Because “novena” means “nine”. It is a pious practice.
 
Why nine? Why not three or twelve or forty?

Also who first formulated a novena prayer?
Catholic Encyclopedia has a topic on it:
“The number nine in Holy Writ is indicative of suffering and grief” (St. Jerome, in Ezech., vii, 24; — P.L., XXV, 238, cf. XXV, 1473).

The Jews had no nine days’ religious celebration or nine days’ mourning or feast on the ninth day after the death or burial of relatives and friends. They held the number seven more sacred than any other. On the contrary, we find among the ancient Romans an official nine days’ religious celebration whose origin is related in Livy (I, xxxi).

for every novena of preparation, as also for every novena of prayer, not only the best explanation but also the best model and example was given by Christ Himself to the Church in the first Pentecost novena. He Himself expressly exhorted the Apostles to make this preparation. And when the young Church had faithfully persevered for nine full days in it, the Holy Ghost came as the precious fruit of this first Christian novena for the feast of the establishment and foundation of the Church.
….
Not until the nineteenth century did the Church formally recommend novenas by the concession of Indulgences.
Hilgers, J. (1911). Novena. In The Catholic Encyclopedia. New York: Robert Appleton Company. http://www.newadvent.org/cathen/11141b.htm
 
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Novenas aren’t always nine days or sets of nine prayers or whatever. The St. Andrew Christmas Novena is 25 days long. Many novenas are perpetual, meaning you can just say them every day forever if you want, or for as long as you want.
 
The first novena was held between Ascension and Pentecost, when the disciples and the Blessed Virgin followed Jesus’ instructions and prayed before the Holy Spirit came down on them.

This is the origin of the 9-day practice.
 
A novena is 9 days which is deduced from Acts 1 (Jesus appeared for 40 days with Resurrection Sunday as Day 1), Acts 2 (Christian Pentecost with Holy Spirit appearance although no number of elapsed days), and Leviticus 23:16 (assume Christian Pentecost has same timing or 7 Sabbaths after Passover = 50th day as Jewish Pentecost). The interval of Mary and the Apostles praying as Jews between Ascension and Pentecost would be 9 days, hence the first novena.
 
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