To start at the origins, namely India, the most commonly accepted theory shows that the name of Rrom, used by most groups of Gypsies even nowadays, derives from the cast appurtenance of the original Gypsies. At a later stage, that is after their arrival in the Byzantine Empire and the Balkan, there is strong evidence to believe that the people described in the text the Life of St. George the Athonite as Adsincani, Adsincanoi or Athinganoi around 1050 were in fact Gypsies. This name was originally given to an Armenian and Syrian manicheist heresy and the people following this doctrine were deported to the Balkan in the IXth century after which, the name vanishes from official records for about 200 years. The first "new" mention is given by this text, together with a description of their trades that relate to the usual clichés about Gypsies. In a large part of Europe, this name stuck. Derivations of it are still in use in many countries: Cigan, Zigeuner, Zingari etc. Subsequent migrations of Gypsies in Europe provided a few new appellations. They derive in a large part from the tales these people told the general population upon arrival. Gypsies told that they were "pilgrims from Little Egypt", or even counts, vojevodes or kings from that country. These "Egyptians" origins gave rise to the name Gitans, Gypsies, Gitanos etc. One has to stress that Gypsies are totally unrelated to Egypt.
In fact, no Rroma migrated through Egypt to Europe and the actual location of "Little Egypt" has been the subject of many speculations.
In some regions of Europe, notably in France, another name arose: Bohémiens, stemming from the travel documents that some Rroma had obtained from the Bohemian king Sigismund. In northern Europe and Scandinavia, Gypsies were and often still are called Tatare. This, in turn derives from the first anti-Gypsy pamphlets, branding them as Ottoman spies. Meanwhile, during the first migrations of Gypsies in Europe, in the early XVth century, one should never forget that the political upheavals of that period forced a non-negligible part of the European population on the road. These migrant workers, travelling from city to city in search of work and a pittance, sometimes settled down while some opted a semi-nomadic way of life.
It is the result of their long journey to Europe. Once in Europe, most Rroma settled down immediately, for example in the Balkan, were some Rroma settlements can be traced back for more than 500 years. This is also the case for Rroma in the Czech and Slovak regions or even in the Baltic States, where upon arrival in the XVIIth century, most settled down. So, to a large part, Rroma are not nomads or even semi-nomads. Not to say that there are none living so, such as the Sinti in Germany and France or some other groups in the Balkan.
To summarise, the term of "Fahrende", used in German, is the result of a confusion between actual migrant European groups and Rroma as well as being the result of a myth, the one of the nomadic Rrom.
This survey would not be complete without a mention of the current appellation in some countries of "Sinti and Rroma". Rroma are socially organised around their families and, to a lesser extent, groups. There are numerous such groups. The Sinti, Kalderasha, Lovara, Tshurara, Matshvaja, Ursara, Xaladitka, Xoraxane to name but a few. A Rrom from each of these groups will first name his group appurtenance and not Rrom. Ask someone from any of those groups how he calls his wife or husband, the answer will be "rrom" or "rromni", as can easily be checked. The language of all those groups clearly shows that Rromanes is a language with dialectical variations. These group dialectical variations arose as a result of migrations as well as a marker of group identity. So, Sinti are Rroma, just a group of them, and many Northern Rroma are in fact, Sinti sub-divisions which arose through their migrations.
Thus, the appellation Sinti and Rroma does not reflect an effective distinction, but rather a political will.
This terminology arose in Germany, a country in which, besides the Sinti, there are other autochthonous Rroma groups. German Sinti, however, consider "Rroma" as the appellation of other foreign Gypsies who have recently (after World War Two) migrated to that country.
All this terminology has induced a great confusion that needs to be sorted out. First, one has to distinguish between Rroma (be they Sinti) and travellers of non-Indian origins. Second, either one names all the Rroma groups when speaking about Gypsies in general or one accepts a general denomination valid for all. The natural one, since it occurs in all dialects of Rromanes is naturally Rrom.