It all started in 2001, I think, when Papa and I were dating. He was dropping me off at the airport so that I could check out a grad school and we were a little early. We were killing some time in the airport gift shop and looking at the Zodiac Beenie Babies. Papa is year of the monkey and I'm year of the horse. Since Papa was a little on the hairy side I started calling him Monkey sometimes.
After we got married, we joked that now I was a monkey too, so it became kind of a default nickname for both of us. We didn't want to find out if we were having a girl or boy, so Baby Monkey seemed like the perfect nickname for our unborn child.
About halfway through the pregnancy we realized that it was the Chinese year of the Monkey! We actually were having a Baby Monkey and from that point on the name stuck with her!