First, let us look at the choice of moniker. Jesse is a sexually ambiguous name, like Pat. However, the appellation "bad boy" seems to eliminate any of that ambiguity. Thus, we can deduce that Jesse is in fact a male, though the choice of "boy" rather than "guy" or some other more age-neutral descriptor is interesting. Does Jesse see himself as a "boy" rather than "man?" There are several possible interpretations:
1) Jesse sees himself as lacking authority or physical presence. Perhaps Jesse lacks power or control over his present circumstances. If Jesse feels powerless in the daily conduct of his life, it's possible that he feels infantilized, i.e., that he feels a lack of ownership of his own destiny.
2) Jesse is, in fact, young. This seems to be invalidated by the fact that Jesse says that he graduated from college 6 years ago, which would put his age in the 26-30 range. Perhaps Jesse sees himself as emotionally immature? There is some validity in this, as Jesse feels a need to pick fights with religious types and chooses the location "Instigating Revolution," diplaying a iconoclastic behavior that is common among adolescents. Of course, this begs the question: is Jesse a bad boy or an attention craving mental adolescent in an elderly body?
What about the choice of Zoidberg as an avatar? Futurama is a derivative program, and Zoidberg is essentially an ancillary character. Picking what is considered a vastly inferior program and an ancillary character validates Jesse's view of himself as someone who tears down the traditional view. Where the unwashed masses might pick Milhouse as an avatar, Jesse stands above it all and picks Zoidberg. Telling, and interesting. I won't even get into the possible interpretatiosn of the phallic symbols dangling in front of Zoidberg's mouth.
I invite you to analyze the avatar and moniker of someone who irritates you.
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