Jeffrey's name is all he has left from his parents.
Jeffrey does not think of himself as a legend because he wants to be a normal kid with a normal address. The way Jeffrey’s nickname starts is that he is a stranger in town. It is actually kind of sad. No one knows who he is, and that is part of why they call him Maniac.
Nobody knows who said it first, but somebody must have: "Kid's gotta be a maniac."…
And that was it. Nobody (except Amanda Beale) had any other name for him, so pretty soon, when they wanted to talk about the new kid, that's what they called him: Maniac. (Ch. 8)
Jeffrey has a name, but what he doesn’t have is a family. He wants an address. He wants people to know who he is. He wants to belong. This is why he moves in with the Beales when they offer to let him stay, and why he goes down to look at the street number. It doesn’t matter to Jeffrey that he is white and they are black. He wants to be Jeffrey. Amanda introduces him by name, though she does have to ask him his last name.
Jeffrey does get tired of being called Maniac, even by people that he knows.
And pretty soon everybody was saying it … and, finally, in the kitchen one day … Mrs. Beale said it: "You that Maniac?"
He told her what he told everyone. "I'm Jeffrey. You know me." Because he was afraid of losing his name, and with it the only thing he had left from his mother and father. (Ch. 14)
Jeffrey’s name is important to him because it is all that is left of his family. His parents died, and he ran away from his aunt and uncle because they were dysfunctional. They were not ready to be a family.