The current incarnation of the name comes from 2007, though it's an evolution that started in 2003
In 2003, i wanted to make a HuMar character in Phantasy Star Online, a physical warrior fighting type, so i started looking for names that would work out well, and picked up on Genghis Khan, great Mongol conquerer, et al. Ironically it was picking that name that sparked my interest in Mongolian history, rather than the other way around. Late 2004 rolls around and the PSO community sorta dies out around the same time that i buy a DS. The DS needed a username, but Genghis Khan was too long, so Mr. Khan came around, becoming my default net name the next couple of years. Come 2007, I had become an active poster on Joystiq.com, but they changed their system and the Mr. (with the period) disappeared from my name, so i renamed to the current, period-less version, which has since stuck for any account i'm not ashamed of 
The other accounts all have Mongolian theme-naming, though. Except for a certain chan where i'm engaged in an elaborate game of sock-puppetry.
Monster Hunter: pissing me off since 2010.
