Well, my nickname (or more accurately, the name I'm more commonly known by) is "CJ".
Some, ahem, "freinds" of mine during high school made a myspace under my name, not a particularly flattering one, so I had to make one under the name of "The REAL CJ".
The very same year, GTA San Andreas came out, so I suddenly had the perfect Gamer's Handle. The rest is history.