Saga is originally an Old Norse word meaning “story” or “epic tale”. It has immigrated into English by way of The Icelandic Sagas, which were first translated into English in the 19th century. Since then, “saga” in English has the meaning of a long, epic story, sometimes with the subtext “long-winded”. Titles containing "Saga" most often come in the format "(The) X Saga" (the article is optional). X is sometimes the protagonist, but can be practically anything -- though usually a proper name or a noun. “Saga” is simply attached at the end, treating the whole title as a compound term.