In the Netherlands we call Magyarország Hongarije, in English its Hungary and a lot of other countries have similar names. Why do a lot of countries have this name for the country while its actually called Magyarország in Hungary itself?
fyi, you'll find some previous posts here
for more generic information, see
the /r/linguistics FAQ Why are our names for countries so different from what the people call their own country
the /r/AskHistorians FAQ Why do countries have different names in different languages
It's all about knowing the name your neighbours call themselves (endonym) and how they are called by others (exonym).
Both words Magyars and Magyarország(literally land of Magyars) are endonyms. They are/were prevalent in the most of neighbouring languages: Slovak (and Czech), Slovenian, Croation, Serbian and Romanian with notable exception of German language. Some of the neighbouring lands, where these languages were spoken, were once a direct part of the former Hungarian kingdom. The words Hungarians and Hungary are exonyms and they have been traditionally used in non-neighbouring European languages and Latin.
Maybe a side-note why it didn't change. The former Kingdom of Hungary had been a multi-ethnic state, and until the end of 18th century Latin was the official language, then German for a while, and finally Hungarian. During 19th century ("age of nationalism"), many ethic Hungarians kept promoting (or at least preferring) the usage of the words Hungary, Hungarian in German (as a prestige lingua franca in Central Europe), in contrast to Magyarország, Magyar in Hungarian. This usage in fact helped the Hungarian elites in the nation-building as it conflated the possible ethnic and national meanings of both words Hungarian and Magyar. Note that more than half of the population of former Hungary were actually not Hungarians in ethno-linguistic sense and most of them didn't want to become ones. This confusing usage of the words Hungarian and Magyar hindered their (nationalistic) leaders from clearly formulating their political demands (like language policy etc).
Source: Magyarization, language planning, and Whorf:The word uhor as a case study in Linguistic Relativism
one older and one quit fresh post about the same topic:
https://www.reddit.com/r/etymology/comments/3k4tza/why_do_we_say_hungary_instead_of_magyar/