When I was a young lad we had a minister at our (Southern Baptist) church who was the seventh son of a seventh son. Those folks are supposedly born with special powers and were sometimes given initials instead of first and middle names. His were DW.
His wife called him “Dub”.
…and he was the coolest minister I ever met.
Male - JR.
I have a friend who is a First Middle Last III. He goes by Terry for 3rd. When he and his wife named their first boy, they named him First Middle Last IV, and ended up going with a nickname of TJ, for “Terry Junior” 
And yes, the commonality of J as a part of an Initial Pair is interesting. AFAIK, completely unbiased by research ;), I believe that started with J.P. Morgan, who was so powerful at the turn of the 20th century that his name was shorthand for Financial Power and for being the Boss.
I know 2 JDs and a JT.
Quite a few male JJ, who tend to be Juan José. Those happen to be among the most common firstnames in Spanish, and that combo a very common one; enough to be treated as a multiword firstname even though strictly speaking it’s not.
One of the professors I had in grad school was known as kéisi. It took us a while to realize it was his initials, KC (some of my coworkers thought his name was Casey).
CJ
AJ
VJ
RD
JP (x 7 or so - It’s a very popular Afrikaans thing)
ED (not Ed - pronounced Edie)
LV
BB
Our new Attorney General is TJ Donovan. And we’re a northern state.
Female
Three BJs (two Bonnie Jeans and a Betty Joe)
Male
DJ
JT
AJ
Just two. I worked with a female CJ at the Bullseye, knew a male JP in high school.
RJ and DJ, both male and both twenty-something.
My father used to go by W.E. in writing, especially professionally; however, in speech he always used and was always addressed by his first name.
Oh, and I just remembered a TJ, as well, that I worked with many moons ago. No idea what his actual first name was.
It is interesting to see how many of these do involve a “J,” though. I’d be a “PJ” if I wanted to, but I never liked the sound of that. Perhaps reminded me too much of pajamas. Then again, the BJs I know don’t seem to care about the other association with their initials (no, not “back judge,” before one of you wags gets to it, the other one), so, there ya go.
I was in a community theater play last year that was directed by a woman called J.J. I never did find out what her full name was.
People called her “J” for short. Seriously.
My wife had someone in her family who was born back in the 1910s or thereabouts. His name was “W. A.”, neither of which stood for anything.
One time, he was having chest pains, and my father-in-law was driving him to the hospital (Kaiser Permanente). My mother-in-law was on the phone telling the emergency room he was coming in. The conversation went something like this:
W. A. [redacted] is coming in with chest pains.
W. A. …
[redacted]
W. A. …
No, the “W” doesn’t stand for anything.
No, the “A” doesn’t stand for anything.
No, it is not “Walter”, “Wilbur”, or “William”.
Nothing.
NO, IT IS NOT “WAH”!!!
W. … A.
W period … A period
Please give me your supervisor!
I am actually a JJ (female). I have a friend who jokingly calls me “Jayge” for short.
I went to high school with a BJ (Bill Jr), JR (John Ray) and JR who’s name is actually Greg. As far as I know all three of those guys now go by their “long” names now as adults.
I knew a guy once who called himself AJ, and we always called him HA, just to mess with him. He was never really sure if he was being called that.
My grandfather - PR. I called him Par.
JR male
BJ female
AJ male
JD male
my uncle RF That was his legal name: RF
Once when we used the tax service at Sears, our preparer was named C.U. Mehta.
It was a contributing factor to our both getting a bad case of the giggles during the session.
Following a trend here, a AJ and a CJ.
TC
RE (Pronounced and written as “Ari”)
DD (Her sister has the initals “VV”, but that never caught on as a name)
JR (He’s really a Junior, but goes by J.R.)