One interesting element is the origin of the name. For example, if a name was given because of a funny incident at birth. Another is the contrast between the name and the person's characteristics, like the 'Tiny' example before. Also, how the name makes the person feel in different situations can be quite interesting.
Names that are mispronounced or misinterpreted often make for funny private name stories. For instance, a name that looks simple but is pronounced in a very strange way. Or a name that has a completely different meaning in another language and causes confusion when the person travels. These elements add humor and uniqueness to the stories.
The unexpectedness in a name can be a great element. Say, a person named 'Sunny' who is always gloomy. It creates a humorous situation. And family traditions related to naming can also lead to funny stories. Maybe a family has a tradition of naming kids after old relatives' occupations, and one ends up being named 'Farmer' when they live in a big city.
Some private name stories are about nicknames. For instance, a person named Alexander was always called 'Xander' by his close friends and family. This nickname started when he was a little kid. His younger sister couldn't say 'Alexander' properly and it came out as 'Xander'. Since then, it has been a special private name within the family circle that represents closeness and a bit of family humor.
You could name them 'The Secret Squirrel Saga', 'The Mysterious Munchkin Moments' or 'The Peculiar Pudding Plot'.
The humor in funny private eye stories often comes from the contrast. A serious - looking private eye getting into comical situations, like falling into a pond while trying to be stealthy. And the absurdity of some cases. Imagine a private eye being hired to find out if a ghost is haunting a house. These elements make the stories interesting because they deviate from the normal, serious image of a private eye.
Sure. I have a friend named Bob. His real name is actually Robert, but everyone calls him Bob. One time, he was at a coffee shop and the barista called out 'Robert' and he didn't even realize it was for him at first. It was really funny.
How about 'The Mysterious Meanderings'? It gives a sense of intrigue to your private story. Another option could be 'The Hidden Hilarity'. It implies that there are funny things in the story that are only for those who are privy to it.
How about 'The Secret Silliness' or 'The Hidden Hilarity'.
Some great funny names for private stories could be 'The Exclusive Escapades'. This name makes it seem like the story is something only a select few can know about and is full of adventures that are also quite humorous. 'The Clandestine Comedy' is another good choice. It clearly states that it's a comedy but also something that is hidden or private. You could also go for 'The Hushed-up Humor' which gives the sense that the humor in the story is something that is not widely known or shared, but rather kept quiet and private.
You could use 'The Secret Scribbles', 'My Hidden Happenings' or 'The Private Prattle'.
Some could be 'The Crazy Adventures of My Secret World', 'Laugh-Out-Loud Tales from My Hidden Life', or 'Hilarious Moments in My Private Space'.