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Mzungu (plural, wazungu) is a word white traveller will hear all over East Africa -- children, especially, take great delete in chanting it whenever you're around. Strictly speaking, a mzungu is a white European, though Afro-Europeans and Afro-Americans need not feel left out, being known as mzungu mwafrikana. Asian travelers will have to content themselves with mchina, and Indians mhindi.
The term was first reported by nineteenth-century missionaries and explorers, who flattered themselves to think that it meant wondrous, clever, or extraordinary. The real meaning of the word is perhaps more appropriate. Stemming from zungua, it means to go round, to turn, to wander, to travel, or just to be tiresome. However weary you may grow of the mzungu tag, you should at least be grateful that the Maasai word for Europeans didn't stick; inspired by the sight of the trouser-wearing invaders from the north, they christened the newcomers iloridaa enjekat: those who confine their farts.