Here is the full dialog:
- Trig, why do you call me Dave? My name is not Dave, my name is Rodney.
- I thought it was Dave.
- It's Rodney.
- You sure?
- Yeah, I'm positive. I've looked it up on my birth certificate and passport and everything. It is definitely Rodney.
- Oh well, you never know. So what's Dave? A nickname?
btw, I have watched till season 6 and Trigger is still calling Rodney Dave.