Hitler’s National Socialist German Workers Party never called themselves ‘Nazis’. The ‘Nazi’ term is an insult, a slur against them. It was created by Konrad Heiden, a Jewish man who was against the National Socialists.

from what I'm learning is the word Nazi came from somewhere else?

yes this is accurate. it was a derogatory term invented by their political opponents.

In the 1920s, in a bid to associate the NSDAP with the contemptuous colloquial term “Sozi” and the name “Ignatz,” opponents of national socialism tweaked the first part of the party’s name, (Na)tionalSo(zi)alistische, to coin the term “Nazi” for the socialist party.