How did the person initially known as Maharaj arrive in Shirdi and how did he get the name 'Sai Baba'?

The individual who would become known as Sai Baba initially went by the title 'Maharaj.' According to Chapter 0, he came to Shirdi with a wedding procession from the family of Chandbhai, the Patil of Dhupkhede. The procession stopped near the Khandoba temple just outside the village. When Maharaj entered the temple, a gentleman and devotee of Khandoba named Mhalasapati greeted him with the words 'Aavo Sai Baba,' which means 'Come, Sai Baba.' As the text notes, Maharaj held that name until the end, and most of his devotees called him Sai Baba or Baba.