Can you explain the origin of the name 'Sai Baba' and how he came to be known by it?

The name 'Sai Baba' was given to Maharaj upon his arrival in Shirdi. As detailed in Chapter 0, he entered the Khandoba temple wearing a kafni and cap, where he was met by a local goldsmith named Mhalasapati. Mhalasapati, a devotee of Khandoba, greeted him with the words "Aavo Sai Baba," which translates to "Come, Sai Baba." This name stuck with him for the rest of his life. In fact, when his testimony was once taken in a commission and he was asked his name, he replied, "They call me Sai Baba," confirming this was the name he went by.