The thesis follows different "yarns", weaving in the unexpected and the effervescent of Kalaydji Roma lifeworlds and the ethnographer's experience in and of them. The reality emerging out of the intersubjective encounter between researcher and field associates is privileged and used to destabilise constructions of the Roma as victims in need of saving, as a (political) homogenous whole, as amoral or work-shy, as a definable people. Strategies of approach are built on reflexivity, embodiment, serendipity, pigeons, photography and film. The thesis opens with an anecdote of the birth of Gypsy which commenced on the backseat of the ethnographer's car and poses the questions: How does one become a "Gypsy"? What conditions allow for the production of a "Gypsy" and that of a "Roma"? In what ways can counter-narratives of personhood, selfhood and womanhood inspired by the study of a specific group debunk meanings ascribed to Gypsyness? The monograph seeks to answer these questions by first historicising the birth of Gypsy, internationally and locally, and then paying particular attention to encounters (with state authorities, self and other) which pave the conditions that make a Gypsy possible. The study focuses on one specific group of Roma, a group whose members the author came to know intimately over a year-long fieldwork, namely the Kalaydjes.