Okabe, as a self-proclaimed "mad scientist", has a bit of an eccentric personality. As a result, he uses the name Hououin Kyouma (鳳凰院凶真). As he explains:
鳳凰 (houou) means phoenix
院 (in) means temple / institution
凶 (kyou) means evil
真 (ma) means truth
So a translation of his nickname would be "Phoenix temple, evil truth" - it's a ridiculous name, but to him it sounds cool for a mad scientist.
to answer why, you should just watch Steins;Gate:Fuka Ryōiki no Déjà vu. This explains all unanswered questions in the anime and especially yours, which is unanswered even in the VN.
They explained it in the VN; he becomes 'Hououin Kyouma' for Mayuri's sake. In the start of chapter 6 (I think), he saw Mayuri 'floating' towards the light (Angel's ladder) and in response, he then ran towards Mayuri and clung onto her, saying things about being a mad scientist and that Mayuri is his hostage. (In Okabe's thoughts, he explained this; he said that the mad scientist thing was from a show he and Mayuri used to watch, and that he continued talking about it so that he wouldn't feel embarrassed) So that's the start of Hououin Kyouma. The Movie is just an add on for the story; it doesn't explain anything. Cause in the VN/Series, Kurisu didn't interfere with the whole thing yet (becoming the observer to save Okabe). It was after Okabe reached the Steins;Gate worldline that Kurisu did what she did in the movie.