In the sense of “dwelling place”, OED  calls this a literary word, and I temporarily tagged it thus.  (Update 2015.06.08) Only one other literary word raised its head in our explorations, so I remove the tag.

Apparently “a-” here is a variant of the unstressed prefix “or-”, which creates nouns and verbs, as in “ordeal”.

18.032 There now Dain son of Nain took up his abode,

“a-, prefix1.” OED Online. Oxford University Press, March 2015. Web. 16 May 2015.

“abide, v.” OED Online. Oxford University Press, March 2015. Web. 16 May 2015.

“abode, n.1.” OED Online. Oxford University Press, March 2015. Web. 16 May 2015.

“† or-, prefix.” OED Online. Oxford University Press, March 2015. Web. 16 May 2015.