Nickname

I have a nickname at school. I don't know how this name came to be, but my friends call me kaylao. Now for you American's how you are pronouncing it in your head is not the correct way to say it. It would sound more like this kay lao, but your still won't be able to say it right cause you probably don't know how to correctly say the ao part. But, anyways that is what I am called at school sometimes. Also, I don't know how people can already tell I am not Brazilian even when I only say a couple words. For example today at volleyball someone asked me that I have never met before (in portuguese) "Is that your water?" and I answered "Sim" (yes), and then she asked me your are not brazilian are you, and I said não. But, how could she tell I said one word! I think cause the type of water bottle I have they don't have in Brasil. But, here is another example. We were eating diner at volleyball when some guy came around, and you know saying oi and giving everyone a kiss on the check then he gets to me and says "How are you" in english!!! Like I had never even met or seen this guy before, so how on earth did he know I was American. I guess news travels fast in Brasil.