No Pronunciation Guide: At first this seems to be the case with his in and out-of-universe nickname, Cheetos, but when Yukari refers to him with the correct pronunciation he insists that he be called Cheetos, so it's more of an In-Series Nickname, making this a subversion.
Woobie, Destroyer of Worlds: Well, his parents and later his younger brother were killed by a car. He was Driven to Suicide, but managed to survive and gain magical powers. First thing he does upon waking up from the failed suicide attempt? Burn the nearest doctor alive.