The term Roma is plural for man (Rom in Romani)
http://www.etymonline.com/index.php?allowed_in_frame=0&search=Roma&searchmode=none
etymological dictionaries are your friend
EDIT: since you probably don't have access to OED he's what they say
Etymology: < Romani rom man, husband, Rom (plural romá ), of uncertain origin, probably < Sanskrit ḍomba lower-caste person working as a wandering musician (probably < a Dravidian language; compare Kannada domba , ḍomba , caste of acrobats, jugglers, clowns, Tamil dommara caste of jugglers, dommari member of this caste, and perhaps also Tamil tumpai crowd, Telugu dommi rabble, Kannada tombe , dombi , ḍombi crowd, rabble), but also influenced by or partly < Byzantine Greek Ῥωμ- (in e.g. Ῥώμη, a name of Rome and Constantinople (see Rome n.), Ῥωμαῖος citizen of the Byzantine Empire (in οἱ ἑῷοι Ῥωμαῖοι the eastern Romans; earlier (in Hellenistic Greek) denoting a Roman), use as noun of Ῥωμαῖος , adjective; compare Persian rūmī and its etymon Arabic rūmī Roumi n.), since the Roma formed into a distinct ethnic group within the Byzantine Empire. Compare earlier Romany n.2, Romany adj.2, and also Romanian adj.2 Compare earlier gipsy n., Zingano n., Zingaro n., and also Zigeuner n.
and the earliest english source they give is from 1840s.
so initially India referring to wandering musicians
fyi, you'll find more here