Supposedly curry comes from the tamil word (transliterated as) "kaRi" which may be related to black pepper (native to India) to spice things up. In all Indian languages the color black has a very similar name (in Gujarati Kāḷī (feminine) or kāḷo (masculine) etc. -- also the goddess Kāli -- the one who is black or death!). More generally associated with something burnt (blackened). Anyway, a spicy sauce would be kaRi. In restaurants in South India you may find various dishes named curry (such as kozhi curry or kozhi kari). But when most everything is spicy, why even say that? Indians would rather know what is in a recipe than how it tastes! [Lot of speculation here: perhaps some knowledgeable Tamil will correct this without getting all upset!]

I should also point out "curry leaves" -- not sure if there is a connection with curry. They are not spicy but are put in many Indian dishes to give them a certain flavor.