Khedive Rex was born on my first foray into the internet. I was joining a puzzle sight called PerplexCity and I wanted a name that would be inherently confusing but would actually mean something if you took long enough to decypher it. In essence, I wanted my name to be a puzzle.
I took one of my middle names, Khedive, and added Rex to the end. Depending on the translation, khedive means either prince, king or governor in Arabic. Rex is Latin for king. So Khedive Rex means "The King of Princes" Which I thought was a clever way of saying "A noob with a lot of potential."
So, my alias is somewhat self-descriptive but only if you're familiar with both Arabic and Latin. I figured that qualified as a puzzle. It's stuck ever since.
I also like that, because of the three different ways of translating khedive, my name remains relevant even if I'm no longer a noob. If I have a lot of noteriety I can claim to be "The King of Kings". If I'm experienced on a site but not well recognized I can call myself "The King of Governors". Either way my name is in-depth, confusing and (I think) kind of catchy. It was the first name I thought up but, it's stuck.