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We've been calling them "Indians" for over half a millennium.
Blame it on Chris Columbus. He was searching for the back route into India, and when he found America he didn't want to look like a complete idiot to his men so he said 'of course, these brownish guys are the Indians we were looking for!'.
Of course, the Vikings that came here 500 years before him knew better, but hey . . .Italians . . .whaddyagonnado?