“Native Americans” is most commonly used in the U.S., and “First Nations” in Canada. The terms “Native”, “Indigenous” and “Aboriginal” are also used. Some of the people I know find “Aboriginal” insulting because it’s more often associated with Australia, but it’s a small number. Some of the rest think those people are a little extreme and kind of looking for reasons to be insulted. (My husband and his family are Mohawk and his extended family are very close. Many are among my best friends. They give each other grief about what their people should be called sometimes.)
ALMOST ALL of them find the word “Indian” to be an insult, but they’ll sometimes use it when making fun of each other, to add a little extra rile to the teasing. They can use it, we can’t. It’s one of those words. It doesn’t come from any dislike of people from
India, it’s just that nobody likes to be called anything they’re not. Just like if you call somebody gay when they’re really straight, they still feel insulted even if they have no problem with gay people. Or if you call somebody Mexican when they’re really Colombian, etc.
There’s an extra bite to the word here, partly because back in the 1870s, a very controversial act was passed called “The Indian Act”. It’s a repulsive bit of legislature that’s been a catalyst for hard feelings and reprehensible government behaviour ever since.