Trademark typically only applies to marks which have been used in commerce. So I guess the first question you would have would be whether or not your mark even qualifies, since you may not have been using it in 'commerce'. Do you sell your podcasts? Do you receive any revenue stemming from your use of the mark?
Assuming you can find something that's a use in commerce, your next step would probably be to conduct a search, not only of the mark itself, and not only of registered marks, but for any use of any mark which could potentially be found to be confusingly similar. If you find a registered mark which would probably be confusingly similar, you can probably expect a denial of your registration, and if you find an unregistered mark which would probably be confusingly similar, you might expect an opposition to your registration, or possibly that your prospective right to use the mark would be somewhat limited.
Finally, assuming that everything looks good, you would file to register the mark with the USPTO. I believe the paper registration fee is $375 per mark per class of goods (electronic filings get a discount, as well). Since it sounds like you only have one mark right now, and one class of goods or services, you'd probably be looking at just paying that $375 if you did this yourself and everything went smoothly. Assuming you do this all yourself, you won't have legal fees to deal with. Of course, you may want a lawyer helping you, so figure in those costs as well.
Of course, even absent a registration, if you've been using your mark in commerce and it doesn't infringe upon anyone else's mark, you have a valid trademark and have some rights to protect that mark, even if registration provides a bit more protection.
Also, you might look into the concept of 'personality rights' or 'publicity rights', since it sounds like even if you haven't been using your nickname in commerce, you might still have enough wrapped up into your nickname to have some right to keep others from using it.