Sluggy Freelance. Ten years on, and we still haven't found out what the title actually means, we just know it's not the name of any of the characters.
Subverted in Nintendo Super Squad, which attempts to read like a comic drawn by an idiotic thirteen-year-old boy. The comic is about to introduce "Metroid", who the characters all mention is a strong woman who looks great in a bikini, so we naturally assume that Metroid is Samus Aran, the hero of the Metroid games — but when Metroid arrives, she actually is a Metroid, the eponymous monster of the series.
El Goonish Shive is apparently its creator's old nickname and has no other connection to the story. They lampshade this in one strip, bringing in a hired goon for one panel to "put the goonish in El Goonish Shive".
Parodied in one issue of Mulberry, as the titular heiress watched a show on The CW about her hometown. The nerdy gamer exclaimed at one point, "I've almost rescued Princess Bioshock!"
Girly the lead character Otra constantly attempts to correct people at first to what her real name is after being called "Girly". making her accidentally a Meta Chick