Very few states have nicknames for their citizens, like Hoosiers.
Unfortunately the origin of the name is uncertain. Several possibilities exist.
Just after statehood, no door locks on the rustic cabins, just a latch. Someone would come to visit and knock. There was no need to get up to unlock the door, so the response from inside was "Who's Here?"
Another popular one comes from drunken brawls among settlers. A fight would break out and someone would lose and ear. "Whose Ear?"
Yet another: The term Hoosier was a stab at the poor white folk who lived here. It kind of meant a white cracker. Settlers took the name and wore it with pride.
And the last possibility I can remember: There was a black preacher in southern IN named Hoosier (forget first name). The nick-name derived from him. Southern IN was settled first, from upland southerners moving north (like Abe Lincoln's family).
Probably more than you ever wanted to know, eh?