Early Muslims Arabs called the region which is now Turkey or Turkiye “Rum” because it had been part of the Byzantine Rome before being conquered by the Arabs; hence Jalaluddin Mohammed Balkhi is better known as Maulana Rumi or just Rumi, because he stayed most of his life in the Saljuki Sultanate of Rum.
Greeks called the region ‘Anatolia’ because being east of Greece; it was land on the rising sun. The Christian historian Orosius (375 – 418 AD) referred to it as Asia Minor or Mirka Asia (little Asia).
Under the Salukis, the area was also called Rum or Anatolia, during early Ottoman period it was referred to as Osmali Beyligi basically meaning Beylik of Osman; later Ottoman Empire was called “Devlit-e – Aliye Osmanli (Sublime Ottoman State)
It is the Latin ‘Turchia’ ( Land of the Turks) which has given rise to Turkey in English & Turkiye in the modern Turkish. Turks themselves don’t like ‘Turkey’ because of adverse connotations such as in Turkey Shoot.
So what is in the name? Nothing, but everything.