Elsewhere, I briefly discussed the requirement that a trademark must be used in commerce to be valid. In the linked post, I provide that Johnny Manziel would not be able to obtain valid trademark rights under U.S. law until he leaves college, because he would have to use his nickname "Johnny Football," in commerce. Using the nickname in commerce would sacrifice his college football eligibility, because he would be generating money from his likeness in violation of NCAA rules. Accordingly, the prudent thing to do is for Manziel's attorney to an file intent-to-use application, which would not sacrifice his eligibility. An intent-to-use application provides that the mark owner has a legitimate intent to use the mark in commerce in the near future (6-24 months).
If you think you have a catchy nickname like Manziel, it needs to be used on or in connection with goods and services to be protected as a trademark. Otherwise, it is just a nickname, and anyone can take it and use it in commerce for his or her own trademark.