Board Thread:Sonic News Channel/@comment-11463617-20150307025432/@comment-1986314-20150307032416

"Eggman" was a term coined by Sonic in Sonic Adventure (in Western translations). By Adventure 2, Robotnik eventually accepted that "Eggman" would forever be his name from that point onward.

As for the comics, I believe "Eggman" was actually the mind inside a character known as "Robo-Robotnik", according to the pre-Genesis Wave. It's been a long time since I've read that arc.