Where in the config file do I put my nickname?
You don’t. Dircproxy doesn’t connect to the IRC server until you connect to it. This means it can pick up the nickname from the one your IRC client sends. All you need to tell dircproxy is what server you want to connect to. The rest of the information such as your nickname, user name, full name, etc are taken from your IRC client when it first connects to it.
