It's not necessarily a slur, depending on who you are using it to refer to. There are some communities who refer to themselves that way. https://en.wikipedia.org/wiki/Gypsy,_Roma_and_Traveller

Same for me, but Germany. I thought, "Zigeuner" (Gypsy) meant that someone had no address because they would live in trailers and would move from place to place. Which sounded very cool and I wished, I could do that, too.

I did not understand, however, why one should not trust them.

Turns out, it's just racism.

When i was little i though a "Zingaro" (gypsy) was someone poor or like someone who didn't dress up well due to my mother saying stuff like "Don't use X clothing like that, you look like a gypsy"