For some reason, nicknames never seem to stick to me.
Even if people start out calling me by a nickname, they eventually revert to my full name. Even when I worked at a music store where everyone, practically, had a nickname - Squirrel, Santa Clause, Butterfly, Stash, Jonny-B, Chuckles - Not me. I think there was only one other person who didn't have a nickname, and everyone was slightly afraid of him.
That being said, though, my extended family has been having a terrible time remembering my new name, so my uncle, for a while, took to calling me Mr. J.