One of the things I keep boggling over in this show (and a few others) is how common it is to go by a name you gave yourself and that name represents a sort of character separate from you, with his own zany traits that don't necessarily reflect on you (Matsuflex, Celebrity, M.E.G.A., etc.).
It's one thing to have a nickname, but to get your friends and relatives to acknowledge a totally different character -- how does that happen? Is everyone Sting now?