A nickname can be a hug or a bruise. Ask the person wearing it which one yours is.

A name someone else chose for you sits on you whether or not it fits. The person using it hears affection and history; the person wearing it may hear the day it started, and those two experiences never automatically match. Most nicknames that hurt were never meant to, which is precisely why nobody checks. Intent does not travel with the word.

Ask once, plainly, and make honesty easy: say you will drop it in a second if they would rather. Then actually drop it if they say so. And if one you have carried for years has always sat badly, you are allowed to ask for it to stop.