I use initials. Say, "JD" This is a far too common conversation with new people:
"Hi, I'm JD."
"What does that stand for?"
"Nothing, it's just JD."
"But it's got to stand for something."
"Yes, but I only go by JD. Have you tried the bean dip?"
At this point it frequently continues:
"If I guess, will you tell me?"
Polite smile. "I'd rather not, just call me JD, it's what I answer to. What about the punch, it looks delicious!"
"It's something weird, isn't it? Justice? Judge? Judifer!"
Another polite smile. "Is that a yes on the punch?"
Oh, but the best. The best. Are these people.
"Aww, I'm going to just make something up then! I bet it stands for... Jumping Dogs! No? Um. Justice Decision! Ohhh, it needs to be something good. I know, I'll call you--Judge Doodie!!"
And then they do. And it all starts over again with me reminding them my fucking name is fucking JD.
And then there's the utter asshats who say, "Hey, Juicy Dick, how are you!"