If your nickname comes from the day you messed up, let it become a funny story you tell, not a wound you guard.

A nickname earned on a bad day has two possible futures. Guarded, it stays live: every use of it reopens the original moment and everyone learns there is a nerve there, which guarantees it keeps getting touched. Told, by you, with the timing on your side, it becomes an anecdote you own. Same event, completely different weight.

Tell the story yourself once, to a group, with the embarrassing detail left in. Notice that the laugh sits with you rather than at you. If the name is being used to wound rather than to tease, that is a different thing, and worth telling someone about.