The Roma have been made up of many different groups of people from the very beginning, and have absorbed outsiders throughout their history.
Because they arrived in Europe from the East, they were thought by the first Europeans to be from Turkey or Nubia or Egypt, or any number of vaguely acknowledged non-European places, and they were called, among other things, Egyptians or ‘Gyptians, which is where the word "Gypsy" comes from.
In some places, this Egyptian identity was taken entirely seriously, and was no doubt borrowed by the early Roma themselves. In the 15th century, James the Fifth of Scotland concluded a treaty with a local Romani leader pledging the support of his armies to help recover "Little Egypt" (an old name for Epirus, on the Greek-Albanian coast) for them.
It was not until the second half of the 18th century that scholars in Europe began to realize that the Romani language, in fact, came from India. Basic words, such as some numerals and kinship terms, and names for body parts, actions, and so on, were demonstrably Indian.
So—they concluded—if the language were originally Indian, its speakers very likely must be as well. Once they realized this, their next questions were the obvious ones: if Roma were indeed from India, when did they leave, and why, and are there still Roma in that country?
At the very beginning of the 11th century, India came under attack by the Muslim general Mahmud of Ghazni, who was trying to push Islam eastwards into India, which was mainly Hindu territory.
The Indian rulers had been assembling troops to hold back the Muslim army for several centuries already, deliberately drawing their warriors from various populations who were not Aryan. The Aryans had moved into India many centuries before, and had pushed the original population down into the south, or else had absorbed them into the lowest strata of their own society, which began to separate into different social levels or castes, called varnas ("colors") in Sanskrit.
The Aryans regarded Aryan life as being more precious than non-Aryan life, and would not risk losing it in battle, so the troops that were assembled to fight the armies of Mahmud of Ghazni were all taken from non-Aryan populations, and made honorary members of the Kshattriya, or warrior caste, and allowed to wear their battledress and emblems.
They were taken from many different ethnic groups who spoke many different languages and dialects. Some were Lohars and Gujjars, some were Tandas, some were Rajputs, non-Indian peoples who had come to live in India some centuries before, and some may also have been Siddhis, Africans from the East African coast who fought as mercenaries for both the Hindus and the Muslims.
This composite army moved out of India through the mountain passes and west into Persia, battling with Muslim forces all along the eastern limit of Islam. While this is to an extent speculative, it is based upon sound linguistic and historical evidence, and provides the best-supported scenario to date.
Because Islam was not only making inroads into India to the east, but was also being spread westwards into Europe, this conflict carried the Indian troops—the early Roma—further and further in that direction, until they eventually crossed over into southeastern Europe about the year 1300.
From the very beginning, then, the Romani population has been made up of various different peoples who have come together for different reasons.
As the ethnically and linguistically mixed occupational population from India moved further and further away from its land of origin (beginning in the 11th century), so it began to acquire its own ethnic identity, and it was at this time that the Romani language also began to take shape.
But the mixture of peoples and languages didn’t stop there, for as the warriors moved northwestwards through Persia, they took words and grammar from Persian, and no doubt absorbed new members too; and the same thing happened in Armenia and in the Byzantine Empire, and has continued to happen in Europe.
In some instances, the mingling of small groups of Roma with other peoples has resulted in such groups being absorbed into them and losing their Romani identity; the Jenisch are perhaps such an example.
In others, it has been the outsiders who have been absorbed, and who, in the course of time, have become one with the Romani group.
In Europe, Roma were either kept in slavery in the Balkans (in territory that is today Romania), or else were able to move on and up into the rest of the continent, reaching every northern and western country by about 1500. In the course of time, as a result of having interacted with various European populations, and being fragmented into widely-separated groups, Roma have emerged as a collection of distinct ethnic groups within the larger whole.