Early on I was always the youngest deejay at most stations I worked at. Needless to say they called me Junior or Joo-ney. One day I walked up to my boss, the program director, and said "you know, I really don't appreciate being called Joo-ney!"
The next day he came in and started calling me "Cope" (short, of course, for Coppola) and it stuck. The "The" was added as an alternate to honor "The Fonz" from Happy Days. I always thought he was a cool character. And when you're dressing for the Rock 'n Roll lifestyle you feel like "The Fonz." Also should give props to "The Belz" Richard Belzer the comedian/actor his "The" influenced me as well...so I opted to be the 3rd "The" in the series. But let's not forget the "The" in "The KGB" may have been before "The Fonz."