Oh man, I've had a bunch...
My first nickname was Tuna. This nickname was given to me in 4th grade, and whenever I was called it, I would cry, which would often mean me getting called it more often. Here's how I was given this nickname: At my school, we would have two lunch lines. Before lunch, we'd take a red or blue stick to decide which lunch we would want.
One day, I took the right stick, but stood in the wrong line. The lunch lady refused to give me what I wanted, which was a hamburger, and instead I got stuck with tuna. I pleaded with her but she wouldn't listen. So I went back to my seat in the cafeteria and cried. Since then, a bunch of people called me Tuna, and I'd cry like a baby.
After the Tuna fiasco, I didn't have any nicknames until I started working at the supermarket, where I was given the nickname Lil' Sprout. This came about for two reasons. One, when I started there, I was very small, and then I shot up and became tall real quick. The other reason was that I was taken under the wing of my assistant manager, who trained me and pretty much got me to come out of my shy, reclusive shell and helped me become who I am today. He said "You know, I'm going to make you my Lil' Sprout." I think my exact reply was, "whatever, that name won't stick."
Since then, everybody at the supermarket knew me as Sprout. Oftentimes, new employees would not know me by my real name, and when people would come up to them and ask where Dave was, they'd say "there's no Dave in this department" and send them on their way. It was my only REAL nickname, and I always loved it. It made me feel accepted and part of a group. Sprout spawned a few varieties, one of which was Sprouticus, which is where my GFF nick comes from, obviously.
My friends outside of work never gave me nicknames until I met my future roommates almost 2 years ago. For some reason, I forget why, they nicknamed me Contfuscious, which is a play on my last name. I think I was given that nickname during a NYC casting trip, and I gave them something I claimed was sage-like wisdom, but was actually something incredibly stupid. Either way, that stuck with them, and all of them call me Contfuscious or something similar, like Contilicious or Contini.
Bonus story: Once when I was young, after the Tuna fiasco, I was telling my family how I wish I had a real nickname, and my grandma chimed in, "How about David the Great?" That has since become an inside joke between my family and I, regarding how silly my grandma can be.
Jam it back in, in the dark.