The species of Gods and Demons in Divine Blood were named such by the humans.
Morrigan: I've never claimed to be the Creator of the universe. We started to interact with you, and you called us 'God'. Eventually we just kept having to respond to that and it became the name of the species. As far as I am concerned, the definition of 'God' is my species. And since I am a member of my species, I am not a false god.
In Horseshoes and Hand Grenades,, Jormungandr does not hand out "contracts", but "blessings". JK states it doesn't matter—Jormungandr would just take over him no matter what he called it.
In the Elizabeth Quatermain universe, Elizabeth's father Allan narrates the events from his own separate side volume, in which he refuses to refer to Elizabeth and her half-brother Harry as anything other than Daughter and Son. In the main storyline, meanwhile, Skinner has a good half-dozen nicknames for Elizabeth, but uses her real name only once.
An Alternate Keitaro Urashima: After realizing that Haruka's supporting Granny Hina's manipulative attempts to force him to take over the Inn, Keitaro starts pointedly calling her Aunt Haruka, much to her frustration.
In The Immortal Game, many characters repeatedly state that "titles are important". The best example is Esteem, who uses it so much that it's practically his Catch Phrase (considering the character, it's probably to remind everyone that he's both a knight and a General).
In My Little Unicorn The Grand Ruler is referred to as a "Three-Horned Winged Unicorn", rather than a tricorn.
In Sophistication And Betrayal, Rarity gets very frustrated whenever her boyfriend refers to elbow gloves as "socks". A fact he occasionally deliberately takes advantage of.
In X-Men: Revolution (Which has since been renamed), Betsy Braddock repeatedly insists on being called 'English, not British, its a common misconception' whenever someone refers to them as the former. This was because two readers complained about the stereotypes used in characterizing her and any non-American characters used, with one telling them that 'British' is an incorrect term, especially when referring to them, and she rewrote the entire story to remove the stereotypes, and for her added this. Betsy's brother Brian, however, doesn't have a problem being referred to as 'Captain Britain', due to it being his self picked title. Ironically, Betsy once served in the role.