Careful which nickname you answer to. Eventually you start acting like it.

A name repeated often enough stops being a joke and becomes a description, first to other people and then to you. You start picking behavior that fits it, because playing along is easier than objecting every single time. Most of these begin harmlessly. The ones that do not can quietly set the role you play in a group for years.

If one has stopped being funny, say so plainly once, without heat. You do not need an argument about it. You just need people to hear that you are not taking that part anymore.