What do country names (ones you are affiliated with or know of) mean in their own language?

Not something I thought of a lot when I was back in US since USA is... a pretty bureaucratic name by all means. But I just realized that some countries have really fascinating names in their local language

Like how China names itself Central/Middle country in a very grandiose way (as in, we are the center of the world), or Japan being "land of the rising sun"