I've never really had a nickname. My mom has a few that she calls me, and a small group of 3 (including my husband) sometimes calls me Kitty, but I've never had a nickname used by friends at large. I guess my name isn't too conducive for deriving nicknames from, so I've just never received one. My lack-of-a-nickname-ness led me to read with interest the following article I found on how to make a nickname stick.

Steps

Choose a great nickname. This can be the trickiest part. Consider what talent or feature you want to emphasize.

Meet a new person and introduce yourself to them with your nickname. You'll have at least one person calling you by your new name, and they will introduce you using your nickname to anyone new.

Refer to yourself in the 3rd person. Repetition really will help drive the new nickname into your friends' skulls. "Ace don't play that. Don't be getting all ghetto in Ace's face." --things like that. Your friends will love it!

Tips & Warnings

Don't choose a name that is already in wide use. How many Diddy's can there be? Z-Diddy, Me-Diddy, U-Diddy, We-All-Diddy etc.

Sometimes, you just can't force a nickname of your own choosing. Nicknames given by other people also tend to work better than ones you make up yourself.

Beware of nicknames bestowed on you by others; be sure you know its origins. Mean nicknames can be deceptively catchy.

Please, don't go overboard with your nickname. If you want to be known as Ace, for instance, don't go getting an Ace of Spades tattooed on your arm, or replace all your car accessories with Aces of Spades kitsch. Your nickname will still be Ace, but people will use it to tease you.

Having a nickname does not make you cool - you have to do that yourself.

(From www.wikihow.com)

Well, having read that, I don't think I'll be nicknaming myself anytime soon.