Mine is called Jiro.
In 1.x, my fc (or ls, back then) was obsessed with the cute chocobos from caravan security <3 Moco, Coco and another one whose name ended with -o.
When we finally got our own chocobos, our group of friends decided to name them after those caravan chocobos
I don't know the specifics anymore, but my best friend ended up with "Moko", a combination of the caravan chocobo and Moko grass, which I always sent her masses of, because I wanted her to start playing weaver xD
I was a bit late to the party and the names were all used already, so me and other ls mates proceeded to name our chocobos something ending with -o.
I looked up common pet names ending with -o and found Jiro for dogs, so I thought "My chocobo is gonna be just as loyal and intelligent as a dog, so why not?"

...and that's how he became Jiro and stays to this day
I thought about changing it to something funny and witty, but since he still shares his stable with Moko, I'm not gonna put an end to these precious memories anytime soon