The nickname if Massachusetts is Bay State. It would be hard to point out when exactly Massachusetts adopted the Bay State as its nickname, but it was said that the early settlers on their land were the ones responsible for using Bay State as its nickname probably because of its close proximity to large bays. If you will search on the internet the U.S. Mint’s bicentennial commemorative quarter representing the state of Massachusetts, you will be able to see “The Bay State” on it together with the year 1788 which was when Massachusetts became the 6th state of the United States of America.
Also, on December 18, 1990, residents of Massachusetts were officially called the “Bay Staters” possibly because Massachusetts had always been nicknamed the “Bay State”.