Tonfa - Given the shape, I can see where people are coming from when relating how Kid uses the Thompsons.
On his name: well, I'd say it's 'Kid' on the basis that it's referring to a young Death, i.e the death god's son.
I would
guess the 'Kidd' and 'Kiddo' variations come from the Japanese pronunciation of an English word?
But someone who actually knows Japanese could probably give you a clearer answer when it comes to foreign words.