He'll be your Mario the ex can be bowser

well then just tell him you're not really a fan of that pet name, that's what my (now ex) girlfriend did when I starting calling her a name her ex had used.

Better hope he doesn't find you in another castle otherwise it will really stick

What the hell? How do BOTH of them come to the decision to call you Princess Peach? It's not like it's a common pet name. I mean, do you get kidnapped by giant turtle monsters all the time or something? Anyway, just tell him that your ex called you that. I doubt he'll dump you over it, and if he does, he's not the type of guy you should date, OP.

Don't tell him! Guys are weird when it comes to exes. Unless you want him to try avoiding anything Mario related for the rest of his life (good luck with that) don't say a word.

I am more curious why they both picked that name.

This is what happens when you use MarioFansOnly.com to meet new people.

i dont see a valid reason to allow him to continue calling you that and for you to keep lying.

So as not to make it awkward by mentioning your ex called you that, maybe suggest a different nickname or tell him that nickname bothers you or reminds you of something unpleasant. I'm sure he wouldn't want to upset you by calling you a nickname that makes you uncomfortable.