hi! When you're wondering where a word comes from (i.e. it's "etymology"), check any good dictionary or a specialist etymology dictionary. There's a handy "Online Etymology Dictionary", which has this entry for Romania:
Eastern European nation, name taken officially in 1861 at the union of Wallachia and Moldavia, from Latin Romani "people from Rome," which was used to describe the descendants of colonists there from Roman times; see Roman + -ia. In early use often Rumania, or, from French, Roumania. Related: Romanian; Rumanian; Roumanian.
Here are some previous threads which may be of interest