Have you heard of the Magi, the wise men out of the east who followed a star to find the infant Jesus in order to worship the one born King of the Jews and bring him gifts of gold, frankincense, and myrrh? (Based on the account in the Gospel of Matthew, Jesus was not still an infant but a child old enough to accept the gifts himself, probably close to two years old. It is still common to see them depicted in nativity scenes as being there along with the shepherds on the night of his birth though.)
Magus is the singular form of that word. Those are of course Latinized forms. In Greek the singular is μάγος and the plural is μάγοι.
The term seems to be derived from the name of the priestly caste of the Medes, which existed before Zoroaster converted them to his religion.
I don't think it ever applied to the Zoroastrian laity, only to the Zoroastrian priests and astronomers to whom the Greeks often ascribed rather fanciful magical powers.