What you’re talking about is the difference between exonyms (what foreigners call a place or people) and endonyms (what people call themselves or their land). These are found in [just about every language](https://en.m.wikipedia.org/wiki/Endonym_and_exonym).
Germany is an interesting example because it has a lot of varying names: Allemagne in French, Alemania in Spanish, Germania in Italian, Niemcy in Polish, and Saksa in Finnish, just to name a few. These widely varying names are largely the result of Germany not being an united region until 1871.
* The names Germany and Germania both derive from the Latin **Germania** , meaning “land of the Germani.”
* The Spanish Alemania and French Allemagne both derive from **Alemanni**, a Germanic tribe who the 9th century monk Walafrid Strabo claimed called themselves the Suebi.
* The Finnish Saxsa derives from the name of another Germanic tribe, the Saxons.
* The Polish Niemcy is thought to derive from the proto-Slavic **němьcь**, possibly meaning “the mute ones.” This is also the origin of the terms for Germany or Germans in all other Slavic languages; for instance, némec in Russian, Němec in Czech, and nemec in Serbo-Croatian all mean “German”.
* Deutschland, however, is an endonym. Deutsch derives from the proto-Germanic **þiudiskaz**, “of the people” or “of the tribe.” It’s of the same origin as the words **Dutch** and **Duits**, which is why they look so similar.
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