The first European to encounter the Caddo was Hernando De Soto and his army in 1541. The Caddo attacked them and the Europeans gave the Caddo a wide berth for the next century-and-a-half. From this inauspicious encounter of the first kind, the Caddo would later burst into tears and inadvertently name Texas upon seeing another batch of Europeans.
About the crying
The Caddo, like the Karankawa of the Gulf Coast, were ritualistic weepers. They were likely to break out in tears at any moment and continue crying for long periods of time. Europeans learned to beware when Caddo women wept because it meant that someone's death was nigh. They couldn't help but wonder if the Caddo bell was tolling for them."
Texas Trails: The Weeping Warriors of Texas (The Sulphur Springs Country World 5/29)