Can you summarize the events leading to Sai Baba's arrival in Shirdi and his early characteristics as detailed in Chapter 39?

Chapter 39 of the Sai Satcharitra provides a concise summary of Sai Baba's arrival. It states he first appeared in the Nizam State under a mango tree and later arrived unexpectedly in Shirdi with the wedding party of Dhupkheda. This was for the marriage of Chand Patil's nephew. The chapter also offers a glimpse into his early personality, noting that at the age of eighteen, he had a habit of solitude and was fearless, willing to sleep anywhere at night. This fearlessness was attributed to his perception of seeing the Lord everywhere. This information in Chapter 39 sets the stage for his divine mission in Shirdi.