Mero
Norm Smith Medallist
Nicknames were used for clubs as a way of not saying the club name too often in newspaper articles.
As posted above you can only say Collingwood so often before it gets repetitive and boring.
As such they were around from clubs inceptions, however, some were accepted and adopted, and others only referred to by one or two writers.
Essendon were known as the Same Old from about the 1890s, from a song their supporters sang.
They also had a now less politically correct nickname based on their colours.
But they've also been referred to as the Sash Wearers before the 1890s.
In speaking with North's official historian a number of year ago, his understanding of the Shinboners nickname came from the Irish Hurling being played on Arden St on Sundays. The opposition supporters would derisively suggest North's aggressive tactics ( and possibly their lack of skills) were more in line with that game than the footy. So the club took the nickname on as a badge of honour.
In the same way The Swans nickname was first used by journo Hec DeLacy who suggested South Melb. had so many Western Australians in the team they might as well call themselves the Swans. And the name was adopted by the club.
So setting a date on official nickname is difficult.
Most clubs have had the same names as they have now since the mid to late 1960s.
The most recent to change would be StKilda, who were the Seagulls, the the Panthers, and finally the Saints.