The Mandalorians were not originally from Mandalore, but arrived on Mandalore under the leadership of Mandalore to establish a Mandalorian colony on Mandalore. Mandalore became their home planet, and, from there, they expanded their holdings by conquering anyone they stumbled accross. Eventually the original Mandalorians were replaced by regular people who called themselves Mandalorians. Mandalore went through a brief pacifist phase, but the Mandalorians didn't see the point of peace, so it didn't last long.
Several Mandalores were from Mandalore, including Mandalore the Indomitable, Mandalore the Ultimate, Mandalore the Mandalore, Mandalore the Not-Quite-So-Brave-As-Mandalore-the-Brave, and Mandalore the Protector.