Describe the initial events surrounding Sai Baba's arrival in Shirdi, including the key people and circumstances involved.

Chapter 39 of the Sai Satcharitra narrates the circumstances of Sai's arrival. He first appeared in the Nizam State, where he was discovered under a mango tree by a man named Chand Patil. Patil, who lived in Dhupkheda, is described as the one who first found this "treasure." The narrative mentions that Sai helped Patil find his lost horse. Subsequently, a marriage was arranged for Chand Patil's nephew with a bride from Shirdi. Sai chose to accompany this wedding party to the bride's village, which is how he arrived in Shirdi. This chapter makes it clear that while Patil was the catalyst, Sai came to Shirdi of his own will to uplift his devotees.