There are a few other Chopin works with nicknames. Etude No.5, Op.10 is know as the "Black Key" etude because the right hand mostly plays black (sharp/flat) notes. Etude No.5, Op.12 has the nickname "Revolutionary" which I think matches the spirit of the piece very well. His second sonata in B-flat is known as "The Funeral March" sonata for it's third movement. Perhaps the best known nickname is for his waltz in D-flat, Op.64, the Minute waltz, although Chopin himself referred to it as his "valse du petit chien" as he was inspired to write it by watching his dog chase its tail.

As for Etude Op.10, No.3, it's just a very popular piece amongst both pianists and audiences. It has a beautiful melody, full of nostalgia and longing, that starts out much slower in tempo compared to other etudes, builds to a dramatic bravura section before returning to its original tempo and finish. It was one Chopin's favorites of his own compositions.