Until the XVIIIth century, many thought that Rroma came from Egypt, Nubia or some other "Saracen" land or even, that they were one of the lost Jewish tribes. Since Rroma were and are a closed society, where "foreigners" have little access, outsiders were prevented from learning about Rroma traditions and language. Words from this language nevertheless shed a light about the origins of the Rroma. In 1753, a young Hungarian, Istvan Valyi studied in Leiden in the Netherlands where he met fellow students from India who taught him about 1000 words of their language. Back home, he realised that part of the vocabulary he learned in Leiden was understood by Rroma and he exposed this fact in an article in 1776 marking the beginning of Rroma studies.
These Indian origins should not obscure the fact that Rroma are Europeans, as much, say as Hungarians, who after all, settled the very same regions around the turn of the first millennium. Who, after all in Europe did not come from further East? Slavs arrived in the third and fourth centuries, Magyars in the ninth, Bulgars in the sixth...
Finally, one should deflate a myth that has been present ever since Rroma appeared in Western Europe in the XVth century.
Rroma, by and large are not nomadic. This is not to say that none are, as there are also some semi-nomadic ones, but the vast majority settled immediately upon their arrival in Europe. Only a few, pushed by persecutions and opprobrium, as well as by some trade considerations, did travel. This myth, or rather partial truth, resulted from presence in Western Europe of an overwhelming majority of these "wandering" Rroma. In the Balkan, in the Carpathian, in Romania, these are the minority, the large majority having settled long ago.
Rroma are given various names by GadÏe or non-Rroma, resulting is some confusion and, to add to this variety, give themselves several different names such as Kalderaša, Lovara, Xaladitka, Cale, Sinti and so on. These names are names of Rroma groups, for, when speaking Rromanes, is there need to specify that one is Rrom?