The tale goes as such.
Six ingame years ago, a lone adventurer who isn't even fresh off the boat into Eorzea yet needed to defend herself from an onslaught of jellyfish that washed onto the boat she was traveling upon. Taking up the axe, she made swift work of these gelatinous foes. As she learned the way of the axe, she did what nobody thought was possible. She stood steadfast for a moment and the axe became part of her body!
That's why they call me Axey Axington, Warrior of Light!

Except nobody calls me that.