All of his life, Sonny Gray has had to convince skeptics. Not about his pitching, which speaks for itself, but about the fact that Sonny is the first name on his birth certificate. He carries it proudly as a gift from his father, who also gave his son an unbreakable character.

“My grandfather’s nickname was Sonny and my dad always had it in his mind that if he had a son he was going to name him Sonny. So, 27 years later, here I am with the name,” Gray said Tuesday, not long after putting on Yankees uniform No. 55 for the first time.

Also for the first time, he was beset with questions on whether he has what it takes to succeed in the cauldron of a New York pennant race. That remains to be seen, but the man with a boy’s moniker proved long ago that he is plenty tough.

Gray had to grow up in a hurry because he was only 14 when his dad, Jesse, was killed in a car accident. People who knew him then say he held it together for his mother and sisters and that he insisted on playing for Smyrna (Tennessee) High School’s football game that night, throwing four touchdowns. Years later, he said he was sure Jesse would have moved to Oakland to watch him pitch for the A’s. As it is, he always has inscribed DAD on the underside of his cap bill.

And he never has minded answering questions about why he is Sonny.

“It was a weird thing growing up, because I guess it’s uncommon. But I wouldn’t change it for the world,” said Gray, who is scheduled to make his Yankees debut in Cleveland tomorrow.

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“It’s important that he knows we went and got Sonny because we just wanted Sonny to be Sonny,” Joe Girardi said of the biggest acquisition at the trading deadline, one that cost the Yankees three solid prospects.

Pressures of a Yankees-Red Sox chase will represent a whole new world, which is fine by Gray. He has been through pressure before, having pitched into the ninth inning of a 2013 Division Series game against Justin Verlander and the Tigers, a game the Athletics won, 1-0. He threw a six-hit shutout on the last day of the 2014 season, when Oakland needed a win to make the postseason again.

“The thing that I’ve always tried to do in a big game, Opening Day or a playoff game or the last game of the season in ’14, is really try to go out there and treat it like another game. It’s kind of cliché, but for me it really works,” he said. “I’m the kind of guy who, if my adrenaline gets going too much and I get too amped up, I start to lose feel of the baseball.”

He is a father, determined to do all the things he and Jesse did together and many they never had the chance to do. Gray gently explained to Gunnar, 2½, that daddy is a Yankee now. “He says, ‘Why Dad, why?’ He doesn’t know it yet,” Gray said, “but he’s going to love it here.”

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