Is it okay if what??

I was happily awakened at 5:15 this morning by Yagopuchae. I always like to get a call from him but here's what really made my day:

Yagopuchae: "...Umm, honey... would it be okay if your dad and I had nicknames for each other??"
Waldo: "What?"

It seems Yagopuchae and my dad have been emailing and gave each other a nickname. And he wonders why I wasn't sure if it was a good idea to contact my dad without me being there.