She does call herself that in "Into the Wand" but I think she actualy got that title from Marco.
At the end of the Banagic Incident episode when she tells Marco she successfully went out into the world he apologizes for having underestimated her. While it seemed like your basic apology line, for some reason being told that Marco underestimated her prompts a really weird response from Star.
You can see the scene in question here: