Describe Sai Baba's early habits and how he came to Shirdi, based on the account in Chapter 39.

Chapter 39 provides a glimpse into Sai Baba's early life and arrival. It mentions that at the age of eighteen, he had a "habit of solitude" and would sleep anywhere at night without fear because he perceived the Lord in everything and everywhere. Regarding his arrival, the chapter states he first appeared under a mango tree in the Nizam State. He then unexpectedly arrived in Shirdi accompanying the wedding party of Dhupkheda. This journey was connected to Chand Patil, whose nephew's bride was from Shirdi, providing the occasion for the wedding party to travel there.