What did Africans call Africa before Europeans arrived?

"Home" in their respective languages.

According to the historian Undinga Ngumo, the name Afrika was given the continent by the Greeks who ruled Egypt which is part of that continent. In the Bantu language the names for the various regions are (In translation) Dense foliage bit (Jungle), lots of sand bit (Sahara desert), massive flat bit (Great Plains), land in the sea bit (Madagascar) Mandela bit (South Africa) and Plenty Ivory bit, Plenty Gold bits on the West Coast (Self-explanatory). The Maasai language has other descriptive names as does the Click language who's names are 'Click' 'Click Click', 'Click Cluck Click', 'Cluck Cluck Click' etc. See http://www.youtube.com/watch?v=lrK-XVCwGnI

There was no unified name for it and they had no real sense of "Africans" as being a united people. They thought of themselves in terms of ethnic groups, religious groups, political groups etc

They had no name for the continent. They had names for their own villages of course and sometimes they had names for the areas that their tribes controlled. They had no concept of "Africa".