The word “Hindu” appears for the first time in an inscription of Darius I at Persepolis, Iran.  

• Darius lists “Hindu” as part of his empire. The word “Sindhu”, denoting a river in general and Indus in particular, became “Hindu” in Persian.  
• The Greeks dropped the S and called it Indu, which eventually came to be called Hindu and later India. 

Source: Tamil Nadu state board