James "Boodle It" Wiggins
His best known recording is "Keep Knockin' An You Can't Get In".
His acquired nickname of "Boodle It" appears to come from his association with a style of dance, although there was also an assumed sexual connotation.

Connie Curtis "Pee Wee" Crayton
Pee Wee was a Texas Blues guitarist and singer. His aggressive playing contrasted with his smooth vocal style and was copied by many later blues guitarists. It is thought he was the first blues guitarist to use a Fender Stratocaster, playing one given to him by Leo Fender.
Pee Wee means small/little, in the sense of perhaps small in size but big in achieving things, it is thought he was the first blues guitarist to use a Fender Stratocaster, playing one given to him by Leo Fender.

James "Boo Boo" Davis
Davis is one of the few remaining blues musicians who gained experience singing the blues in the Mississippi Delta, having sung to help pass the time while picking the cotton fields
As a child, his father nicknamed him Boo Boo; the name derives from his three uncles James, Boo-Jack and Davis.

George "Mojo" Buford
Buford first played in Waters's backing band in 1959, replacing Little Walter, but in 1962 moved to Minneapolis to front his own band and to record albums. In Minneapolis he gained the nickname Mojo, because of audiences requesting him to perform his cover version of "Got My Mojo Working."

James "Yank" Rachell
Rachell was an American country blues musician who has been called an "elder statesman of the blues". His career spanned nearly seventy years, from the late 1920s to the 1990s.
He was a capable guitarist and singer but was better known as a master of the blues mandolin.
Rachell: "My name is James, but everybody calls me Yank, my nickname. Because my grandmother named me 'Yank'." The term "Yank" is used informally to refer to any American, including Southerners.

Gene "Mighty Flea" Connors
Conners was an American trombonist and singer. As a teenager he played at jazz funerals and with territory bands. Following this he played with Johnny Otis; his nickname was given to him by Bardu Ali while he was in Otis's band. He moved to Europe, living in France, Denmark, and Germany, playing in swing jazz, Dixieland, and blues groups.

Jimmy Rogers / James Lane
Rogers was an American Chicago blues singer, guitarist and harmonica player, best known for his work as a member of Muddy Waters's band in the early 1950s. He also had a solo career and recorded several popular blues songs, including "That's All Right" (now a blues standard), "Chicago Bound", "Walking by Myself", and "Rock This House".
Rogers was born Jay or James Arthur Lane in Ruleville, Mississippi. He was raised in Atlanta and Memphis. He adopted his stepfather's surname.
In the early 1960s, Rogers briefly worked as a member of Howling Wolf's band, before quitting the music business altogether for almost a decade. He worked as a taxicab driver and owned a clothing store, which burned down in the 1968 Chicago riots following the assassination of Martin Luther King Jr..
Rogers gradually began performing in public again, and in 1971, when fashions made him somewhat popular in Europe, he began occasionally touring and recording, including a 1977 session with Waters which resulted in the album I'm Ready. By 1982, Rogers was again a full-time solo artist. He continued touring and recording albums until his death.

Henry St. Claire "Taj Mahal' Fredericks Jr.
Taj Mahal is an American blues musician. He plays the guitar, piano, banjo, harmonica, and many other instruments, often incorporating elements of world music into his work.
Henry chose his stage name, Taj Mahal, from dreams he had about Mahatma Gandhi, India, and social tolerance. From an early age, his parents had encouraged him to be interested in other cultures, especially African ones.
Mahal has been quoted as saying, "Eighty-one percent of the kids listening to rap were not black kids. Once there was a tremendous amount of money involved in it ... they totally moved it over to a material side. It just went off to a terrible direction. ...You can listen to my music from front to back, and you don't ever hear me moaning and crying about how bad you done treated me. I think that style of blues and that type of tone was something that happened as a result of many white people feeling very, very guilty about what went down."

Personal note
I also like to go through life with music with a stage name. Although it sometimes feels a bit forced to switch between those two "worlds". Especially people who know me from those two worlds stick to my birth name. I felt the need for a stage name after I decided to make a solo album. That album also had to have a name. I didn't have a nickname, that's why it became a stage name; inspired by my own name and a composition like John Littlejohn. In my case it was Jon Meyerjon.
People who are somewhat timid by nature benefit from dressing themselves with attributes on stage. Well-known attributes are: a hat (Eb Davis, The Ambassador of Blues, told me: "I like your hat". Later I understood that he said it as a compliment because I had taken the trouble to look good), sunglasses, white shoes, a spectacular suit or exuberant clothing.