Oh, there are LOTS of things that would give me away as a Yank long before I ever tried talking about soccer (FOOTBALL! I know, to you it’s FOOTBALL!).
The stetson is a dead giveaway! 
A good example of the “european style” can be seen in today’s MLS. Here in Kansas City we used to have the Kansas City Wizards, but now we are Sporting KC.
You also see a lot of team names like FC Dallas (futbol club) instead of old nicknames like the Dallas Burn.
I prefer nicknames but then again I am American so that makes sense 
Isn’t there a “Real” someone? Real Salt Lake City, perhaps. That strikes me as a little odd.
Some of the more European names in the MLS
Real Salt Lake
Sporting Kansas City
Chivas USA
FC Dallas
Toronto FC
DC United
But – correct me if I’m wrong – neither Arsenal or Hotspur is the name of a city or place, right? So those are already ‘nicknames’ in the sense of “Red Sox” or “Bears”, which is what I think the OP was asking.
It’s because ‘Real Salt Lake’ is imitating Real Madrid, the team from the Spanish city. And in Spanish Real (pronounced more or less ‘Ray- al’) Madrid means “Royal Madrid”, which is a reasonable name, given the history of the team.
Arsenal is not the name of a place, as such. And Hotspur isn’t either, but Tottenham is - it’s a district in north London. And the team is referred to as “Tottenham” or “Spurs”, but never just “Hotspur”.
The point, though, is that Arsenal isn’t a nickname - it’s the actual name of the team. Same applies to Celtic, Rangers and Hibernian in Scotland, and I presume some teams in England and other parts of Europe as well.
And I do know about Real Madrid. The title just sounds, I dunno, incongruous when applied to a team in the USA.
The moral of the story: The practice of naming English soccer teams isn’t exactly consistent. Feelings can run hot on the issue, though. Hull City A.F.C. is nicknamed “The Tigers” (it’s even on their badge), and owner Assem Allam is currently trying to officially rename the team to “Hull Tigers”, to make it more “marketable”. Fans are not happy about this, though, not at all. You can visit the “City Till We Die” website to join the protest and sign the petition.
Oh, and just joining the chorus on the ‘the’ issue: There’s no ‘the’, it’s just “Blackburn Rovers” and “Wolverhampton Wanderers”.
Arsenal started out as Woolwich Arsenal, but they dropped the Woolwich bit when they moved to Highbury.
Queen of the South is another with no geographical link in the name.
Well, unless you count “The South”. 
It’s interesting, BTW, to have a Scottish team often referred to as “Queens”, without it being a joke.
Haha, I hoped no-one would notice that…
To expand on Martini’s reply, at a professional level in the various football codes and cricket at least, there is no tailgating to speak off. Apart from there being no tradition of tailgating, which I believe relates back to Martini’s point about the club putting on a sausage sizzle. The main issue in this tradition being adopted here (like so much other American culture) is a total lack of parking at the stadiums.
It has been a design feature in new/refurbished stadiums for decades to have patrons arrive and depart via public transport. I can’t think of a single stadium anywhere in Australia where you would see the acres of bitumen carpark surrounding the stadium that seems common in the States. Even in new stadiums outside city centres, where there is the room (for example Homebush Stadium in Sydney - home of the 2000 Olympics) It doesn’t happen
Homebush Stadium You can see a multi-level carpark in the picture here, but that is not owned by the stadium and costs ~$20 to park there for a game if you get there early enough to get a spot. Not exactly conducive to tailgating
As don’t ask said, about the only sport in Australia where you’ll see what amounts to tailgating is Horse Racing, and more particularly only at some of the larger race carnivals like the Melbourne Cup. (That’s sort of our equivalent to the Kentucky Derby).
That’s sort of what I meant - IIRC there is a museum kinda place at the main square in Woolwich (I used to live in Deptford and Greenwich) which is where Arsenal was founded, but there’s no part of London called Arsenal.
There is an Arsenal tube station, but it post-dates the football team.
Teams with no obvious geographical link in Scotland, I could add St Johnstone, St Mirren, Raith Rovers and Albion Rovers. I suppose St Mirren and St Johnstone are guessable if you already know the history of Paisley and Perth.
Apart from Arsenal, I can’t think of any in England. Is Everton a district of Liverpool? My only other candidate would be Port Vale, and I have no real idea where they’re from. The Midlands, maybe?
Everton is a part of Liverpool. Port Vale play in the town of Burslem, in Staffordshire. I’ve never even heard of that.
The major Australian football codes use a
In the AFL (Australian Rules) most clubs official names do not include a nickname.
Team are listed on the AFL website alphabetically based on their regional name
Adelaide Crows
Brisbane Lions
Carlton (Blues)
Collingwood (Magpies)
Essendon (Bombers)
Fremantle (Dockers)
Geelong Cats
Gold Coast Suns
GWS Giants
Hawthorn (Hawks)
Melbourne (Demons)
North Melbourne (Kangaroos)
Port Adelaide (Power)
Richmond (Tigers)
St Kilda (Saints)
Sydney Swans
West Coast Eagles
Western Bulldogs
In the NRL (Rugby League) the official names all include a nickname.
Team are listed on the NRL website alphabetically based on their nickname i.e.
BRISBANE BRONCOS
CANTERBURY BULLDOGS
NORTH QUEENSLAND COWBOYS
ST GEORGE ILLAWARRA DRAGONS
PARRAMATTA EELS
NEWCASTLE KNIGHTS
PENRITH PANTHERS
SOUTH SYDNEY RABBITOHS
CANBERRA RAIDERS
SYDNEY ROOSTERS
MANLY SEA EAGLES
CRONULLA SHARKS
MELBOURNE STORM
WESTS TIGERS
GOLD COAST TITANS
NEW ZEALAND WARRIORS
The Super 15 (Rugby Union) teams are known exclusively by their nickname:
Brumbies
Bulls
Cheetahs
Chiefs
Crusaders
Force
Highlanders
Hurricanes
Lions
Rebels
Reds
Sharks
Stormers
Waratahs
The A League (soccer/Association Football) mostly use a nickname
Brisbane Roar
Western Sydney Wanderers
Melbourne Victory
Central Coast Mariners
Adelaide United
Newcastle Jets
Sydney FC
Wellington Phoenix
Melbourne Heart
Perth Glory
Now, I would never have guessed that. I suppose I was doing OK when I said the Midlands, though.
And there was a celebrated occasion when one commentator, unaware that Raith wasn’t a town, declared after a victory “they’ll be dancing in the streets of Raith tonight.”
This was later turned into a joke at the expense of any team with an egregiously non-geographical name, e.g. Jeff Stellings running gag “they’ll be dancing in the streets of Total Network Solutions tonight”, there once being a lower league team of that name sponsored by an IT company.
Are those nicknames or just names? It’s the San Francisco 49ers (their name), and the nickname is “Niners”.
American football fans are often willing to tailgate in the dead cold winter, surrounded by snow and ice.
Real Salt Lake actually has some kind of cooperative agreement with Real Madrid, although it adopted the name before that agreement existed.
“49ers” is also considered a “nickname.” “Nickname” has two, somewhat ambiguous meanings when it comes to American sports teams. Traditionally, an American team has a two-part name, a geographical location (San Francisco) and a nickname (49ers). In the 19th century, the nickname really was informal and fluid, but over time they became official, so we have the phenomenon of an “official nickname,” somewhat oxymoronically.
I remember something about that. I wanted to say it was after Raith beat Celtic in the League Cup final in the 90s, but maybe it’s older than that.
St Johnstone also had a problem when they (infeasibly) qualified for the UEFA cup in the 70s. Their illustrious opponents had, predictably, never heard of them and scoured a map of Scotland looking for the town of St Johnstone. Of course, they found Johnstone in Renfrewshire, and apparently assumed that town was their home.
They were ordered to compete in European competitions as “Perth St Johnstone” after that. It’s not a situation that arises often.