At the age of 13 Wayne Gretzky had already scored 1000 goals which prompted a London newspaper to dub him "The Great Gretzky", which later evolved into the "Great One".
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The "Great One" earned his nickname from his record setting and record breaking accomplishments in professional hockey as a player.
because he is so great they had to call him something either than god or mitchell robison so the call him the great one. (true)