I use the nickname jazz, why? because i live in a generally small area where i know alot of people.
There are only about 10 clubs to choose from in my entire city, if im going to say fucked up things to girls and approach alot of different girls i dont want people to talk about me like im a big player thats a sure way to not get laid ever.
Example of this, i went up to 2 random chicks and didnt realise one was crying, she shot me down and a couple of people i knew saw it happen. 2 days later all of my mates were askin about the "chicks that rejected me" cracking jokes n shit, and a whole lot of people labellng me the guy who goes out and picks up girls.
I didnt even pick the chicks up either. Smaller cities are tough work
Its fun to pick and chose between names, it doesnt change who you are. A name is a label, if you thnk giving our your nickname is a pretence so you can fake confidence... you are an idiot.