Legend has it that friendly porch-sitters would greet approaching folks with, "Who's there?" Of course, spoken through bad teeth and a mouthful of chaw, one could see where "Hoosier" originated. This is by far the most common explanation I have heard in the 17+ years I have lived in Indiana.

Welcome to the Hoosier State!

You could always go to Indiana Beach (in Monticello, about an hour south of you). Slogan: "There's more than corn in Indiana!" (I have no commercial affiliation). Chicago's not too far from you (all kinds of stuff to do there), and you just missed it, but there's always the State Fair in mid-August in Indianapolis. There's also the Governor's Cup Regatta (hydroplane races) around the 4th in Madison every year. The Indy 500 and Brickyard 400 also take place in this state...

Jason