TIL, Columbus used the phrase, "una genta en dio", which can be shortened to "en dio" or "indio", and means "people in god", to describe the natives he found in the Americas. This is the origin of the word, "indian", in context to indigenous peoples of the Americas.
Russell Means stated that once the chains of colonialism have been broken, "We can call ourselves any damn thing we please!"
Found in Red Nation Rising: From Bordertown Violence to Native Liberation. PM Press.