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Toponymy, a branch of onomastics (the study of proper nouns), is the name of the academic discipline that concerns place names. The fancy word for a ‘place name’ is ‘toponym’, and it comes from the Ancient Greek τόπος/tópos (place), and ὄνομα/onoma (name). This is fitting because the closer one looks at place names in the English language, the more one realises how much we owe to the Greeks.
For instance, the Greek word, Εὐρώπη/Eurōpē (Europe), was first used as a geographic term in a Homeric Hymn to Delian Apollo in the 6th century BC. Initially, the word only referred to the western shore of the Aegean Sea, but Anaximander, Hecataeus, and Herodotus later expanded its use to mean all lands north of Greece. They split the world into three parts: Europe, possibly meaning ‘wide-gazing’; Asia, from Ἀσία, the Greek form of the Hittite word Aššuwa, which once delineated a confederation of Anatolian states circa 1400 BC; and Libya, from Λίβυες/Líbyes, deriving from their name for the Libu, an ancient Berber tribe. We now know the latter as a single country, rather than the entirety of what would by the 2nd century BC come to be called ‘Africa’. The etymology of this word is a little fuzzier, but there’s a chance it stems from the Greek word *ἀφρίκη/aphrike, meaning ‘without cold’.
The ancients initially had Africa as only the lands lying to the west of Egypt, which itself comes from the Greek Αἴγυπτος/Aígyptos. The Greek geographer Strabo believed the name came from a shortening of the phrase ‘Aegaeou huptiōs’ (meaning ‘below the Aegean’), but this probably isn’t true. Similarly, we don’t know the original meaning of the word Νεῖλος/Neilos, except that it became the name of Africa’s greatest river, the Nile. What we do know, however, is that our term for a river’s ‘delta’ comes from the fact that the Greek’s thought the Nile’s end looked like the fourth letter of their alphabet, Δ (δέλτα/délta).