Lol, I'm not judging.
Doesn't bother me, people've picked at my name since I was a wee kid.
That's like one of the least offensive things someone's said :p
Well, okay, it's not offensive at all.
Hahaha, your name is Jay.
Only messing. It takes the sting out of it when you know people aknowledge it, but don't actually care enough to sit and insult you (at least with hurtful intent anyway).