The Big Show noted in a recent interview that he wasn't originally a fan of his WWE ring name. Show said the name, which was given to him by Vince McMahon upon his WWE debut in 1999, did eventually grow on him though.
"You don't really like it at first but the longer it goes on the more you become accustomed to it," he said. "I can't even think of being called anything else now. I am The Big Show."
You can check out the full interview, which includes his thoughts about Arn Anderson and more at http://www.thestate.com/2011/11/27/2060381/small-town-kid-has-become-a-big.html