Michael had several ones. Many have been mentioned in this thread.
His real and undying original nick is Air.
Then he was being called his majesty in the last bulls years.
But you can also hear everyone from his coach to teammates calling him mj. But no coach or player calls someone by his nick except the exceptions like Magic.
Nicknames do not have the necessity of being the name used the most.
in MJ's case, air jordan became his product. if MJ never was marketable and never had his shoe, air jordan would've been his nickname and would've been more widely used by fans and media. in a way MJ's nickname really is his name. Jordan is such a great name, no nickname is necessary.