I said my name earlier in a spoiler. But I'm III (i.e., "the Third"). My mom didn't want me to be called by some diminutive of the first name that she didn't like, so she insisted on calling me by my middle name, Thomas, or Tom. That's how I answered to people, until I went to high school, and there I dutifully gave them my full name when they asked for it, and they started calling me by my actual first name, which was a lot more unusual back then, and I liked that name and hung on to it. And yes, our firstborn was a IV. He likes it. He's never been called "Tom."
So I hear "Tom!" on the street now, and it's for someone else. Unless it has a voice attached to one of my family. Then I'll turn, every time.
My own grandpa had a nickname for me. He nicknamed everybody. Mine was "Chub." I liked it. I was a stout little guy, so it fit, and I adored my grandpa enough that if he'd nicknamed me "$h|+he@d," I would've claimed it.
Later in life, I had two nicknames that i really did like.
I was going to school, with not enough money to eat much - all the meager food went for our babies - freshly out of the Marines, working out with weights at home, and working in a building supply department, heaving around timbers and bags of cement. I was in the most buff shape of my life. Some other employees got to calling me "Baby Hulk." Yes, I'm proud of that. No, I'm nothing like that anymore.
I played soccer in adult leagues for about 30 years. My soccer skills were crap, but my defense was fearsome, so I played fullback. I got called "Jasonator." That was fine too.