Many discourses are set in Jeta's Grove, the monastery donated by Anathapindika. Here we learn how Anathapindika first met the Buddha. A dramatic point in the story revolves around the fact that most people knew of him by his epithet — Anathapindika means "Almsgiver to those without protection" — rather than by his given name. Thus he is surprised to hear the Buddha, at their first meeting, address him correctly.
The Cullavagga (VI) gives this same story in greater detail and adds more incidents: After reciting the verse with which this discourse ends, the Buddha gives Anathapindika a step-by-step teaching, culminating in an explanation of the four noble truths. At the end of the teaching, Anathapindika attains stream-entry. He then returns home to Savatthi, purchases a grove from Prince Jeta at immense price, and establishes a monastery for the Buddha and the Sangha. There, according to the commentaries, the Buddha spent more rains retreats than at any other monastery.
I have heard that on one occasion the Blessed One was staying near Rajagaha in the Cool Grove. Now at that time Anathapindika the householder had arrived in Rajagaha on some business. He heard, "An Awakened One, they say, has appeared in the world," and he wanted to go right then to see the Blessed One. Then the thought occurred to him, "Today is not the proper time to go to see the Blessed One. Tomorrow I will go to see the Blessed One at the proper time." With his mindfulness immersed in the Awakened One he lay down to sleep. Three times he got up during the night, thinking it was light. Then he went to the gate to the charnel ground. Non-human beings opened the gate.
When Anathapindika the householder had left the city, the light vanished and darkness appeared. Fear, terror, & horripilation arose, and because of that he wanted to turn back. Then Sivaka the yakkha-spirit, invisible, proclaimed:
The darkness then vanished for Anathapindika and the light appeared. The fear, terror, & horripilation he had felt subsided.
For a second time... a third time, the light vanished and darkness appeared. Fear, terror, & horripilation arose, and because of that Anathapindika wanted to turn back. Then for a third time, Sivaka the yakkha-spirit, invisible, proclaimed:
The darkness then vanished for Anathapindika and the light appeared. The fear, terror, & horripilation he had felt subsided.
So Anathapindika went to the Cool Grove. Now at that time, the Blessed One — having gotten up as the night was ending — was pacing back & forth in the open air. He saw Anathapindika the householder coming from afar. On seeing him, he got down from his meditation path and sat on a seat made ready. As he was sitting there he said to Anathapindika, "Come, Sudatta."
Then Anathapindika, [thinking,] "The Blessed One is calling me by my given name!" threw himself down right there at the Blessed One's feet and said to him, "Lord, I hope the Blessed One has slept in ease."
[The Buddha:]
Always , always, he sleeps in ease: the brahman totally unbound, who doesn't adhere to sensual pleasures, who's without acquisitions & cooled. Having cut all ties & subdued fear in the heart, calmed, he sleeps in ease, having reached peace of awareness.