Mine's from high school...
During Scholastic Bowl, we had a five-part bonus on the last five letters of the Greek Alphabet, and somehow, I pulled "Chi" out of my ***. I jokingly called myself "Chi-Dog" and wrote it on the board one day in Calc. class. One of my classmates thought it was about my last name and said "Chil-Dog" sounded better...but I liked an alternate writing of the name, and it became my nickname.